scientific article; zbMATH DE number 6310973

MaRDI QIDQ4980205zbMATH OpenFDO

Authors Wei Li, Shixin Gan

Publication date 30 June 2014

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)

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Cited in

(6)

• On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
• Extreme value theory for moving average processes with light-tailed innovations
• Complete convergence for moving average processes associated to heavy-tailed distributions and applications
• A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction
• scientific article; zbMATH DE number 2121595 (Why is no real title available?)
• The distributional structure of finite moving-average processes

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