scientific article; zbMATH DE number 3835015

MaRDI QIDQ3040207zbMATH OpenFDO

Authors Arvydas Astrauskas

Publication date 1983

zbMATH Keywords

stable lawstable self-similar processes

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Infinitely divisible distributions; stable distributions (60E07) Stochastic processes (60G99)

Cited in

(8)

• Limit theorems for quadratic forms of linear processes
• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
• On robust tail index estimation for linear long-memory processes
• On the multiple stable integral
• Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients
• Estimation of mixed fractional stable processes using high-frequency data
• Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
• Functional limit theorems for linear processes in the domain of attraction of stable laws

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