Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
DOI10.1007/s10959-014-0565-9zbMath1336.60047arXiv1302.0058OpenAlexW2035603697MaRDI QIDQ270200
Publication date: 7 April 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.0058
heavy tailsstationaritylimit theoremsinfinitely divisible processesconservative flowDarling-Kac theorempointwise dual ergodicitysample autocovariance
Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stable stochastic processes (60G52) Nonsingular (and infinite-measure preserving) transformations (37A40)
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