Spectral covariance and limit theorems for random fields with infinite variance
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Publication:2374405
DOI10.1016/j.jmva.2016.09.013zbMath1351.60017OpenAlexW2528623454MaRDI QIDQ2374405
Julius Damarackas, Vygantas Paulauskas
Publication date: 15 December 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.09.013
Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Stable stochastic processes (60G52)
Related Items (12)
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis ⋮ Long range dependence of heavy-tailed random functions ⋮ Series representation of jointly \(S \alpha S\) distribution via symmetric covariations ⋮ Stable limits for associated regularly varying sequences ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise ⋮ Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments ⋮ Long range dependence for stable random processes
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