Imma Valentina Curato

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20182026

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3 papers · 1 filter

math.ST2020

Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

Imma Valentina Curato, Robert Stelzer, Bennet Ströh

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $θ$ -lex weak dependence. We show that this dependence notion is more ge…

math.ST2020

Inheritance of strong mixing and weak dependence under renewal sampling

Dirk-Philip Brandes, Imma Valentina Curato, Robert Stelzer

Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $τ$ . We show general conditions under…

math.ST2018

Weak dependence and GMM estimation of supOU and mixed moving average processes

Imma Valentina Curato, Robert Stelzer

We consider a mixed moving average (MMA) process X driven by a Lévy basis and prove that it is weakly dependent with rates computable in terms of the moving average kernel and the…