A functional non-central limit theorem for multiple-stable processes with long-range dependence
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DOI: 10.1016/j.spa.2020.04.007
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- Bai, Shuyang & Taqqu, Murad S., 2014. "Generalized Hermite processes, discrete chaos and limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 124(4), pages 1710-1739.
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Cited by:
- Shuyang Bai, 2022. "Limit Theorems for Conservative Flows on Multiple Stochastic Integrals," Journal of Theoretical Probability, Springer, vol. 35(2), pages 917-948, June.
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Keywords
Multiple integral; Stable regenerative set; Local time; Heavy-tailed distribution; Long-range dependence; Infinite ergodic theory;All these keywords.
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