11 citations · 17 across the 2 of their papers we have counts for
3 papers
math.PR2020
Truncated moments of perpetuities and a new central limit theorem for GARCH processes without Kesten's regularity
Adam Jakubowski, Zbigniew S. Szewczak
We consider a class of perpetuities which admit direct characterization of asymptotics of the key truncated moment. The class contains perpetuities without polynomial decay of tail…
math.PR2007★ 6 cited
Edgeworth expansions in operator form
Zbigniew S. Szewczak
An operator form of asymptotic expansions for Markov chains is established. Coefficients are given explicitly. Such expansions require a certain modification of the classical spect…
math.PR2007★ 11 cited
On limit theorems for continued fractions
Zbigniew S. Szewczak
It is shown that for sums of functionals of digits in continued fraction expansion the Kolmogorov-Feller weak laws of large numbers and the Khinchine-Lévy-Feller-Raikov characteriz…