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Stable limits for sums of dependent infinite variance random variables
Katarzyna Bartkiewicz, Adam Jakubowski,
Thomas Mikosch
, Olivier Wintenberger
Department of Mathematical Sciences
38
Citations (Scopus)
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Dive into the research topics of 'Stable limits for sums of dependent infinite variance random variables'. Together they form a unique fingerprint.
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Mathematics
Converge
22%
Dependent
48%
GARCH
47%
Infinite Variance
92%
Limit Distribution
39%
Limiting
29%
Limiting Distribution
35%
Partial Sums
36%
Point Process
37%
Random variable
51%
Recurrence Equations
47%
Stable Distribution
88%
Standard Model
40%
Stationary Process
36%
Stationary Sequences
44%
Stochastic Equations
37%
Stochastic Volatility Model
47%
Strictly
27%
Tail
32%
Time Series Models
40%
Business & Economics
GARCH
36%
Limit Distribution
53%
Point Process
50%
Random Variables
73%
Stable Distribution
100%
Stationary Process
48%
Stochastic Volatility Model
39%
Time Series Models
38%