Long range dependence of heavy-tailed random functions
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Publication:5152512
DOI10.1017/jpr.2020.107zbMath1477.60061arXiv1706.00742MaRDI QIDQ5152512
Publication date: 24 September 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.00742
time series; random field; level set; limit theorem; mixing; long memory; infinite variance; random process; heavy tail; short range dependence; stochastic volatility process; subordinated Gaussian process
60G60: Random fields
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes