Stable limits of sums of bounded functions of long-memory moving averages with finite variance

Bernoulli

Volumn 10, Issue 2, 2004, Pages 327-355

  Surgailis, Donatas ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Appell rank; Fractional derivative; Hermite process; Long memory; Moving average process; Partial sums process; Stable L vy process

Indexed keywords

EID: 33747354901     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1082380222     Document Type: Article

References (31)

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