Some general properties of elliptically symmetric and some related random processes
Oldřich Kropáč (1981)
Kybernetika
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Displaying similar documents to “Sample correlations of infinite variance time series models: An empirical and theoretical study.”
Some general properties of elliptically symmetric and some related random processes
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Random measures derived from a stationary process of compact subsets of the Euclidean space are introduced and the corresponding central limit theorem is formulated. The result does not require the Poisson assumption on the process. Approximate confidence intervals for the intensity of the corresponding random measure are constructed in the case of fibre processes.
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Brodskii, R.Ye., Virchenko, Yu.P. (2006)
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On fully coupled continuous time random walks
W. Szczotka, P. Żebrowski (2012)
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Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.