Limit theorems for sums of linearly generated random variables
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Translation from Litov. Mat. Sb. 23, No.2, 3-12 (Russian) (1983; Zbl 0526.60005).
Cites work
- Convergence of integrated processes of arbitrary Hermite rank
- Fractional Brownian Motions, Fractional Noises and Applications
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- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Infinite variance self-similar processes subordinate to a poisson measure
- Non-central limit theorems for non-linear functional of Gaussian fields
- Semi-Stable Stochastic Processes
- Stable self-similar fields
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
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