Invariance principles for tempered fractionally integrated processes-Reference-Cited by-同舟云学术

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Invariance principles for tempered fractionally integrated processes

Published:2018-10 Issue:10 Volume:128 Page:3419-3438
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Sabzikar Farzad^ORCID,Surgailis Donatas

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference26 articles.

1. Limit theorems for sums of linearly generated random variables;Astrauskas;Lith. J. Math.,1983

2. Functional convergence of linear processes with heavy-tailed innovations;Balan;J. Theoret. Probab.,2016

3. Convergence of Probability Measures;Billingsley,1968

4. Time Series: Theory and Methods;Brockwell,1991

5. Empirical process techniques for dependent data;Dehling,2003

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1. Fractional Operators and Fractionally Integrated Random Fields on Zν;Fractal and Fractional;2024-06-13

2. Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples;Journal of Computational and Graphical Statistics;2024-01-26

3. Limit theorems for linear processes with tapered innovations and filters;Lithuanian Mathematical Journal;2024-01

4. Tempered functional time series;Journal of Time Series Analysis;2022-11-14

5. Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model;Journal of Physics A: Mathematical and Theoretical;2022-03-29

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