Functional convergence to stable Lévy motions for iterated random Lipschitz mappings
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Publication:428592
DOI10.1214/EJP.V16-965zbMATH Open1245.60041MaRDI QIDQ428592FDOQ428592
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
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- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
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- Stable limits for associated regularly varying sequences
- A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
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