On limit theory for functionals of stationary increments Levy driven moving averages

Andreas Basse-O’Connor, Claudio Heinrich, Mark Podolskij

Type: Preprint

Publication Date: 2018-06-27

Citations: 2

Locations

arXiv (Cornell University) - View

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Works Cited by This (23)

Action	Title	Year	Authors
+	Convergence en loi des H-variations d'un processus gaussien stationnaire sur R	1989	Xavier Guyon José Alejandro Villalta León
+	One-dimensional stable distributions	1986	В. М. Золотарев
+	Asymptotic estimates of multi-dimensional stable densities and their applications	2007	Toshiro Watanabe
+ PDF Chat	Spectral representations of infinitely divisible processes	1989	Balram S. Rajput J. Rosiński
+	Ergodic properties of stationary stable processes	1987	Stamatis Cambanis Clyde D. Hardin Aleksander Weron
+ PDF Chat	Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation	2007	Vladas Pipiras Murad S. Taqqu Patrice Abry
+ PDF Chat	Infinite variance self-similar processes subordinate to a poisson measure	1983	Murad S. Taqqu Robert L. Wolpert
+ PDF Chat	Central limit theorems for partial sums of bounded functionals of infinite-variance\\moving averages	2003	Vladas Pipiras Murad S. Taqqu
+ PDF Chat	Limit theorems for functionals of moving averages	1997	Hwai-Chung Ho Tailen Hsing
+	Nonparametric estimation of the local Hurst function of multifractional Gaussian processes	2012	Jean‐Marc Bardet Донатас Сургайлис