A self-normalized functional limit theorem is proved for linear processes with random coefficients and heavy-tailed innovations, with convergence in the Skorokhod M2 topology on cadlag functions under a bounded partial-sum condition on the coefficients.
Krizmani´ c, A functional limit theorem for moving averages with weakly dependent heavy- tailed innovations,Braz
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
A self-normalized functional limit theorem is proved for linear processes with random coefficients and heavy-tailed innovations, with convergence in the Skorokhod M2 topology on cadlag functions under a bounded partial-sum condition on the coefficients.