A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870)
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scientific article; zbMATH DE number 6111049
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| English | A functional limit theorem for dependent sequences with infinite variance stable limits |
scientific article; zbMATH DE number 6111049 |
Statements
A functional limit theorem for dependent sequences with infinite variance stable limits (English)
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29 November 2012
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functional limit theorem
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dependence sequence
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stable limits
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infinite variance
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point process
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stable process
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spectral process
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stochastic volatility
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convergence in distribution
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GARCH
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mixing
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moving average
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partial sum
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regular variation
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0.8507029414176941
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0.8424926996231079
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0.8421187996864319
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0.8390123248100281
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0.8234220743179321
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