Limit theorems for linear processes with tapered innovations and filters

DOI10.1007/S10986-024-09619-1arXiv2111.08321OpenAlexW3212352873MaRDI QIDQ6126094

Vygantas Paulauskas

Publication date: 9 April 2024

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.08321

zbMATH Keywords

limit theoremsrandom linear processestapered distributionstapered filter

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)

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