| Title |
Spektrinės kovariacijos ir ribinės teoremos tiesiniams procesams ir laukams su begaline dispersija / |
| Translation of Title |
Spectral covariances and limit theorems for infinite-variance linear processes and fields. |
| Authors |
Damarackas, Julius |
| Full Text |
|
| Pages |
29 |
| Keywords [eng] |
spectral covariance ; measures of dependence ; infinite variance ; stable random variables |
| Abstract [eng] |
the main goal of this thesis is to develop the theory of spectral covariances and limit theorems for linear processes and fields. the properties of spectral covariances are investigated and the asymptotic dependence structure of some linear processes and fields is studied. known results relating the asymptotic behaviour of dependence measures to the limit theorems of stationary associated processes are generalized to associated stationary fields. the convergence in the sense of finite-dimensional distributions of partial sum processes of one particular linear field is examined. also, a question regarding linear processes in the case of negative memory is answered. |
| Dissertation Institution |
Vilniaus universitetas. |
| Type |
Summaries of doctoral thesis |
| Language |
Lithuanian |
| Publication date |
2017 |
