Nonstandard limit theorem for infinite variance functionals

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dc.creatorSly, Allan
dc.creatorHeyde, Chris
dc.date2008-04-16
dc.date.accessioned2026-07-07T12:18:21Z
dc.date.available2026-07-07T12:18:21Z
dc.descriptionWe consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range dependence, the limit is $α$-stable Lévy motion. For the critical value of the long-range dependence parameter, the limit is a sum of a Hermite process and $α$-stable Lévy motion.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AOP345 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0804.2588
dc.identifierhttp://arxiv.org/abs/0804.2588
dc.identifierAnnals of Probability 2008, Vol. 36, No. 2, 796-805
dc.identifierdoi:10.1214/07-AOP345
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212382
dc.subjectProbability
dc.subject60G15, 60G17, 60G18 (Primary)
dc.titleNonstandard limit theorem for infinite variance functionals
dc.typetext

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