Spectral covariance and limit theorems for random fields with infinite variance
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Cites work
- \(\alpha\)-stable limit theorems for sums of dependent random vectors
- A functional limit theorem for dependent sequences with infinite variance stable limits
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
- An example on the central limit theorem for associated sequences
- An invariance principle for certain dependent sequences
- Association of Random Variables, with Applications
- Association of stable random variables
- Brownian distance covariance
- Correlation inequalities on some partially ordered sets
- Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling
- Estimation of stable spectral measures
- Fractional ARIMA with stable innovations
- scientific article; zbMATH DE number 4205510 (Why is no real title available?)
- scientific article; zbMATH DE number 1301675 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 639817 (Why is no real title available?)
- scientific article; zbMATH DE number 3332032 (Why is no real title available?)
- scientific article; zbMATH DE number 3198427 (Why is no real title available?)
- INFINITE VARIANCE STABLE ARMA PROCESSES
- Limit theorems for associated fields and related systems.
- Limit theorems for sums of linearly generated random variables
- Measuring and testing dependence by correlation of distances
- Minimal conditions in \(p\)-stable limit theorems
- Minimal conditions in p-stable limit theorems. II
- Multidimensional cellular automata and generalization of Fekete's Lemma
- MULTIVARIATE STABLE FUTURES PRICES
- Normal fluctuations and the FKG inequalities
- On Newman's Central Limit Theorem
- On the estimation of the parameters of multivariate stable distributions
- Properties of spectral covariance for linear processes with infinite variance
- Some Concepts of Dependence
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- The central limit theorem for stationary associated sequences
Cited in
(16)- Random fields and the limit of their spectral densities: existence and bounds
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
- Series representation of jointly S S distribution via symmetric covariations
- Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
- Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
- Stable limits for associated regularly varying sequences
- Anisotropic scaling limits of long-range dependent random fields
- Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
- Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- Some inequalities of the spectral theory of random fields
- Properties of spectral covariance for linear processes with infinite variance
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise
- Long range dependence for stable random processes
- Long range dependence of heavy-tailed random functions
- Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
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