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Talarczyk, Anna; Treszczotko, Łukasz Limit theorems for integrated trawl processes with symmetric Lévy bases. (English) Zbl 1469.60150 Electron. J. Probab. 25, Paper No. 117, 24 p. (2020). MSC: 60G51 60F17 60F05 60G52 60G18 60G57 PDFBibTeX XMLCite \textit{A. Talarczyk} and \textit{Ł. Treszczotko}, Electron. J. Probab. 25, Paper No. 117, 24 p. (2020; Zbl 1469.60150) Full Text: DOI arXiv Euclid
Doukhan, Paul; Roueff, François; Rynkiewicz, Joseph Spectral estimation for non-linear long range dependent discrete time trawl processes. (English) Zbl 1451.62099 Electron. J. Stat. 14, No. 2, 3157-3191 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62M15 62F12 60K35 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Electron. J. Stat. 14, No. 2, 3157--3191 (2020; Zbl 1451.62099) Full Text: DOI arXiv Euclid
Paulauskas, Vygantas A note on linear processes with tapered innovations. (English) Zbl 1457.60080 Lith. Math. J. 60, No. 1, 64-79 (2020); erratum ibid. 60, No. 2, 289 (2020). MSC: 60G99 60G22 60F17 PDFBibTeX XMLCite \textit{V. Paulauskas}, Lith. Math. J. 60, No. 1, 64--79 (2020; Zbl 1457.60080) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency of trawl processes. (English) Zbl 1406.60052 Stat. Probab. Lett. 137, 235-242 (2018). MSC: 60G10 60E07 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stat. Probab. Lett. 137, 235--242 (2018; Zbl 1406.60052) Full Text: DOI arXiv