Convergence of weighted sums of random variables with long-range dependence.

DOI10.1016/S0304-4149(00)00040-5zbMATH Open1047.60018OpenAlexW2014964957MaRDI QIDQ1879488FDOQ1879488

Authors: Vladas Pipiras, Murad S. Taqqu 

Publication date: 22 September 2004

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00040-5

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zbMATH Keywords

long-range dependencefractional Brownian motionWeierstrass-Mandelbrot process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Cites Work

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• The Invariance Principle for Stationary Processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
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• Weighted sums of i.i.d. random variables attracted to integrals of stable processes
• Integration questions related to fractional Brownian motion
• Functional limit theorems for weighted sums of i.i.d. random variables
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• Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
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Cited In (12)

• Convergence and convergence rate to fractional Brownian motion for weighted random sums
• Asymptotic theory for regression models with fractional local to unity root errors
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
• Weak convergence of weighted additive functionals of long-range dependent fields
• Title not available (Why is that?)
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
• Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions
• Analysis of the rosenblatt process
• Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence
• On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion
• Tempered Hermite process
• Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise

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