Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200)
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scientific article; zbMATH DE number 6564038
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| English | Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows |
scientific article; zbMATH DE number 6564038 |
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Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (English)
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7 April 2016
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infinitely divisible processes
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stationarity
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heavy tails
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conservative flow
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limit theorems
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sample autocovariance
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pointwise dual ergodicity
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Darling-Kac theorem
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0.7837948203086853
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0.7604585886001587
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0.7604585886001587
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0.7577595710754395
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