Fangjun Xu

activity

20112023

most citedDensity convergence in the Breuer-Major theorem for Gaussian stationary sequences

15 citations · 39 across the 18 of their papers we have counts for

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Showing 2023Show all

3 papers · 1 filter

math.PR2023

A limit theorem for some linear processes with innovations in the domain of attraction of a stable law

Fangjun Xu

Let $X = {X_{n} : n \in N}$ be a linear process in which the coefficients are of the form $a_{i} = i^{- 1} ℓ (i)$ with $ℓ$ being a slowly varying function at the infinity and th…

math.PR2023

Limit theorems for additive functionals of some self-similar Gaussian processes

Minhao Hong, Heguang Liu, Fangjun Xu

Under certain mild conditions, limit theorems for additive functionals of some $d$ -dimensional self-similar Gaussian processes are obtained. These limit theorems work for general G…

math.PR2023★ 1 cited

Limit theorems for functionals of long memory linear processes with infinite variance

Hui Liu, Yudan Xiong, Fangjun Xu

Let $X = {X_{n} : n \in N}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belo…