Limit theorems for linear random fields with tapered innovations. II: The stable case

DOI10.1007/S10986-021-09526-9MaRDI QIDQ2058438zbMATH OpenOpenAlexWikidataFDO

Authors Julius Damarackas, V. Paulauskas

Publication date 9 December 2021

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-021-09526-9

zbMATH Keywords

limit theoremsrandom linear fieldstapered distributions

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Random fields (60G60) Stochastic processes (60G99)

Recommendations

• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
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• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
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• scientific article; zbMATH DE number 4088642

Cites work

• A note on linear processes with tapered innovations
• A note on the normalizing sequences for sums of linear processes in the case of negative memory
• Aggregation of autoregressive random fields and anisotropic long-range dependence
• Erratum to: ``A note on linear processes with tapered innovations
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Invariance principles for tempered fractionally integrated processes
• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
• Limit theorems for sums of linearly generated random variables
• On Lamperti type limit theorem and scaling transition for random fields
• Scaling transition for long-range dependent Gaussian random fields
• Scaling transition for nonlinear random fields with long-range dependence
• Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?

Cited in

(5)

• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
• Limit theorems for linear processes with tapered innovations and filters
• A note on linear processes with tapered innovations
• On Beveridge-Nelson decomposition and limit theorems for linear random fields

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