Limit theorems for functionals of linear processes in critical regions

DOI10.1016/J.SPA.2025.104784MaRDI QIDQ6899016zbMATH OpenFDO

Authors Yudan Xiong, Fangjun Xu, Jinjiong Yu

Publication date 17 November 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104784

zbMATH Keywords

domain of attractionlimit theoremslinear processeslong/short memorystable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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• On the asymptotic expansion of the empirical process of long-memory moving averages
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