Renormalization group of and convergence to the LISDLG process

DOI10.1051/PS:2004006MaRDI QIDQ4671817zbMATH OpenOpenAlexFDO

Authors E. 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, https://eudml.org/doc/245404

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• Convergence of integrated processes of arbitrary Hermite rank
• Infinitely divisible stochastic processes
• Non-central limit theorems for non-linear functional of Gaussian fields
• Shot Noise Distributions and Selfdecomposability
• Superposition of Diffusions with Linear Generator and its Multifractal Limit Process

Cited in

(2)

• The renormalization group according to Balaban. III: Convergence
• Renormalization-group transformations under strong mixing conditions: Gibbsianness and convergence of renormalized interactions

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