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