Limit theorems for sums of linearly generated random variables

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Limit theorems for functionals of long memory linear processes with infinite variance
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The asymptotic dependence structure of the linear fractional Lévy motion
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scientific article; zbMATH DE number 3571183 (Why is no real title available?)
Stable random fields, point processes and large deviations
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Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
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CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
Asymptotic independence of distant partial sums of linear processes

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