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• W2912921629 abstract "A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals with heavy-tailed marginal distribution. Furthermore, the multiple stochastic integrals are built upon a large family of dynamical systems that are ergodic and conservative, leading to the long-range dependence phenomenon of the model. The limits constitute a new class of self-similar processes with stationary increments. They are represented by multiple stable integrals, where the integrands involve the local times of intersections of independent stationary stable regenerative sets. The joint moments of the local times are computed, which play the key in the proof and are also of independent interest." @default.
• W2912921629 created "2019-02-21" @default.
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• W2912921629 date "2019-02-01" @default.
• W2912921629 modified "2023-10-14" @default.
• W2912921629 title "A functional non-central limit theorem for multiple-stable processes with long-range dependence" @default.
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• W2912921629 doi "https://doi.org/10.48550/arxiv.1902.00628" @default.
• W2912921629 hasPublicationYear "2019" @default.
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