20 citations · 36 across the 3 of their papers we have counts for
4 papers
Uniform asymptotic normality of weighted sums of short-memory linear processes
Rimas Norvaiša, Alfredas Račkauskas
Let be a short-memory linear process of random variables. For , let $\cF$ be a bounded set of real-valued functions on with finite -variation…
Operator self-similar processes and functional central limit theorems
Vaidotas Characiejus, Alfredas Račkauskas
Let be a linear process with values in the separable Hilbert space given by for each , where …
Weak law of large numbers for linear processes
Vaidotas Characiejus, Alfredas Račkauskas
We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process defined by $X_k=\sum_{j=0}^\inftyψ_j\va…
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
Thomas Mikosch, Alfredas Račkauskas
In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a lo…