scientific article; zbMATH DE number 6310973

zbMATH Open1299.60037MaRDI QIDQ4980205FDOQ4980205

Authors: Wei Li, Shixin Gan 

Publication date: 30 June 2014

Title of this publication is not available (Why is that?)

Recommendations

• Complete convergence for moving average processes associated to heavy-tailed distributions and applications
• Asymptotics for moving average processes with dependent innovations
• Large deviations for moving average processes
• A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
• Precise asymptotics in the law of large numbers of moving-average processes
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise
• Estimation for heavy tailed moving average process.
• Extreme value theory for moving average processes with light-tailed innovations

zbMATH Keywords

law of the iterated logarithmintegral testdomain of attraction of a stable law

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cited In (6)

• Title not available (Why is that?)
• Extreme value theory for moving average processes with light-tailed innovations
• On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
• Complete convergence for moving average processes associated to heavy-tailed distributions and applications
• The distributional structure of finite moving-average processes
• A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction

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