Asymptotic bounds for infinitely divisible sequences

We give asymptotic bounds for sample paths of discrete time infinitely divisible processes and prove the optimality of such bounds.

Year of publication:	2006
Authors:	Kwapien, Stanislaw ; Rosinski, Jan
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 116.2006, 11, p. 1622-1635
Publisher:	Elsevier
Keywords:	Infinitely divisible processes Boundedness of sample paths Lévy processes Rademacher series

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874675