Limit theorems for sums of linearly generated random variables

Cites work

Cited in

(38)

Correlated continuous time random walks
Weighted sums of i.i.d. random variables attracted to integrals of stable processes
The asymptotic dependence structure of the linear fractional Lévy motion
Invariance principles for tempered fractionally integrated processes
Joint functional convergence of partial sums and maxima for linear processes
Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
Asymptotics of empirical processes of long memory moving averages with infinite variance.
Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
Limit theorems for linear random fields with tapered innovations. II: The stable case
A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
Anisotropic scaling limits of long-range dependent random fields
Generalized continuous time random walks and Hermite processes
Spectral covariance and limit theorems for random fields with infinite variance
A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction
Asymptotic independence of distant partial sums of linear processes
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
A uniform law for convergence to the local times of linear fractional stable motions
Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
Functional convergence of linear processes with heavy-tailed innovations
Regular variation of infinite series of processes with random coefficients
Some remarks on definitions of memory for stationary random processes and fields
Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
scientific article; zbMATH DE number 3571183 (Why is no real title available?)
CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
Maxima of linear processes with heavy-tailed innovations and random coefficients
On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model
Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
Stable random fields, point processes and large deviations
A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
Limit theorems for functionals of long memory linear processes with infinite variance
A note on the normalizing sequences for sums of linear processes in the case of negative memory
Kernel estimation for quadratic functional of long memory linear processes with infinite variance
Two classes of self-similar stable processes with stationary increments
A note on linear processes with tapered innovations
Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory

This page was built for publication: Limit theorems for sums of linearly generated random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q791957)