Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779)
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scientific article; zbMATH DE number 2149078
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| English | Stable limits of sums of bounded functions of long memory moving averages with finite variance |
scientific article; zbMATH DE number 2149078 |
Statements
Stable limits of sums of bounded functions of long memory moving averages with finite variance (English)
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30 March 2005
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Appell rank
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fractional derivative
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Hermite process
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long memory
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moving-average process
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partial sums process
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stable Lévy process
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0.9196421
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0.8983374
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0.89636534
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0.89018106
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0.8867495
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