Scaling limit of heavy tailed nearly unstable cumulative INAR(\infty) processes and rough fractional diffusions

arXiv2403.11773MaRDI QIDQ6526541FDOQ6526541

Authors: Yingli Wang, Chunhao Cai, Ping He

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

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