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Stable limits for sums of dependent infinite variance random variables
Katarzyna Bartkiewicz, Adam Jakubowski,
Thomas Mikosch
, Olivier Wintenberger
Institut for Matematiske Fag
38
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Matematik
Infinite Variance
92%
Stable Distribution
88%
Random variable
51%
Dependent
48%
Stochastic Volatility Model
47%
GARCH
47%
Recurrence Equations
47%
Stationary Sequences
44%
Time Series Models
40%
Standard Model
40%
Limit Distribution
39%
Stochastic Equations
37%
Point Process
37%
Partial Sums
36%
Stationary Process
36%
Limiting Distribution
35%
Tail
32%
Limiting
29%
Strictly
27%
Converge
22%
Erhverv og økonomi
Stable Distribution
100%
Random Variables
73%
Limit Distribution
53%
Point Process
50%
Stationary Process
48%
Stochastic Volatility Model
39%
Time Series Models
38%
GARCH
36%