Regular variation and the functional central limit theorem for heavy tailed random vectors

Mark Meerschaert; Steven Sepanski

doi:10.2298/pim0271055m

Regular variation and the functional central limit theorem for heavy tailed random vectors

Publications de l Institut Mathematique ◽

10.2298/pim0271055m ◽

2002 ◽

Vol 71 (85) ◽

pp. 55-62 ◽

Cited By ~ 1

Author(s):

Mark Meerschaert ◽

Steven Sepanski

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Regular Variation ◽

Functional Central Limit Theorem ◽

Random Vectors ◽

Heavy Tailed ◽

Functional Central Limit

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Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows

The Annals of Probability ◽

10.1214/13-aop899 ◽

2015 ◽

Vol 43 (1) ◽

pp. 240-285 ◽

Cited By ~ 10

Author(s):

Takashi Owada ◽

Gennady Samorodnitsky

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Infinitely Divisible ◽

Infinitely Divisible Processes ◽

Heavy Tailed ◽

Functional Central Limit

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Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows

The Annals of Probability ◽

10.1214/16-aop1107 ◽

2017 ◽

Vol 45 (4) ◽

pp. 2087-2130 ◽

Cited By ~ 2

Author(s):

Paul Jung ◽

Takashi Owada ◽

Gennady Samorodnitsky

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Infinitely Divisible ◽

Infinitely Divisible Processes ◽

Heavy Tailed ◽

Functional Central Limit

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Functional Central Limit Theorem approximations and the distribution of the Dickey–Fuller test with strongly heteroskedastic data

Economics Letters ◽

10.1016/j.econlet.2004.09.008 ◽

2005 ◽

Vol 86 (3) ◽

pp. 427-433 ◽

Cited By ~ 5

Author(s):

Rossen Valkanov

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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A Hölderian functional central limit theorem for a multi-indexed summation process

Stochastic Processes and their Applications ◽

10.1016/j.spa.2006.12.006 ◽

2007 ◽

Vol 117 (8) ◽

pp. 1137-1164 ◽

Cited By ~ 2

Author(s):

Alfredas Račkauskas ◽

Charles Suquet ◽

Vaidotas Zemlys

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Summation Process ◽

Functional Central Limit

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A Functional Central Limit Theorem for Positively Dependent Random Variables

Journal of Multivariate Analysis ◽

10.1006/jmva.1993.1018 ◽

1993 ◽

Vol 44 (2) ◽

pp. 314-320 ◽

Cited By ~ 19

Author(s):

T. Birkel

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Variables ◽

Functional Central Limit Theorem ◽

Dependent Random Variables ◽

Functional Central Limit

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A Functional Central Limit Theorem for Semimartingales

Theory of Probability and Its Applications ◽

10.1137/1125084 ◽

1981 ◽

Vol 25 (4) ◽

pp. 667-688 ◽

Cited By ~ 54

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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The functional central limit theorem for the multivariate MS–ARMA–GARCH model

Economics Letters ◽

10.1016/j.econlet.2014.10.002 ◽

2014 ◽

Vol 125 (3) ◽

pp. 331-335 ◽

Cited By ~ 1

Author(s):

Oesook Lee ◽

Jungwha Lee

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Garch Model ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees

The Annals of Applied Probability ◽

10.1214/16-aap1188 ◽

2016 ◽

Vol 26 (6) ◽

pp. 3659-3698 ◽

Cited By ~ 3

Author(s):

Rudolf Grübel ◽

Zakhar Kabluchko

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Weak Convergence ◽

Random Walks ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Random Trees ◽

Branching Random Walks ◽

Functional Central Limit

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Central Limit Theorem for truncated heavy tailed Banach valued random vectors

Electronic Communications in Probability ◽

10.1214/ecp.v15-1564 ◽

2010 ◽

Vol 15 (0) ◽

pp. 346-364 ◽

Cited By ~ 2

Author(s):

Arijit Chakrabarty

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Vectors ◽

Heavy Tailed

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Random iterations of maps on Rk : asymptotic stability, synchronisation and functional central limit theorem

Nonlinearity ◽

10.1088/1361-6544/abe17b ◽

2021 ◽

Vol 34 (3) ◽

pp. 1577-1597

Author(s):

Edgar Matias ◽

Eduardo Silva

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Asymptotic Stability ◽

Central Limit ◽

Functional Central Limit Theorem ◽

Functional Central Limit

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