Renormalization group of and convergence to the LISDLG process

DOI10.1051/PS:2004006zbMATH Open1154.60322OpenAlexW2154381395MaRDI QIDQ4671817FDOQ4671817

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

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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

• Convergence of integrated processes of arbitrary Hermite rank
• Title not available (Why is that?)
• 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

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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