Takashi Owada

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20122024

most citedFunctional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows

32 citations · 78 across the 24 of their papers we have counts for

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math.PR2013★ 16 cited

Maxima of long memory stationary symmetric $α$ -stable processes, and self-similar processes with stationary max-increments

Takashi Owada, Gennady Samorodnitsky

We derive a functional limit theorem for the partial maxima process based on a long memory stationary $α$ -stable process. The length of memory in the stable process is parameterize…

math.PR2013

Limit Theory for the Sample Autocovariance for Heavy Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows

Takashi Owada

This study aims to develop the limit theorems on the sample autocovariances and sample autocorrelations for certain stationary infinitely divisible processes. We consider the case…

Maxima of long memory stationary symmetric α-stable processes, and self-similar processes with stationary max-increments

Limit Theory for the Sample Autocovariance for Heavy Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows

Maxima of long memory stationary symmetric $α$ -stable processes, and self-similar processes with stationary max-increments