Renormalization group of and convergence to the LISDLG process

DOI10.1051/ps:2004006zbMath1154.60322OpenAlexW2154381395MaRDI QIDQ4671817

Endre Iglói

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__102_0

zbMATH Keywords

renormalization groupfunctional limit theoremregularly varying functiondilative stabilityLISDLG process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
• Shot Noise Distributions and Selfdecomposability
• Infinitely divisible stochastic processes

This page was built for publication: Renormalization group of and convergence to the LISDLG process