Limit theorems for multifractal products of geometric stationary processes

DOI10.3150/15-BEJ738zbMath1343.60030arXiv1110.2428MaRDI QIDQ726752

Nikolai N. Leonenko, Denis Denisov

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.2428

zbMATH Keywords

Lévy processes; long-range dependence; limit theorems; stationary processes; short-range dependence; superpositions; multifractal products; geometric Gaussian processes; geometric Ornstein-Uhlenbeck processes; Rényi function

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G15: Gaussian processes

60G10: Stationary stochastic processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60F17: Functional limit theorems; invariance principles

60F25: (L^p)-limit theorems

Related Items

BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES, Limit theorems for multifractal products of geometric stationary processes

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