AI 中文总结
该研究针对Levy驱动、随机更新时刻观测的长记忆连续时间滑动平均过程,在有限与无限均值更新采样下,建立了归一化部分和的渐近行为。
AI 中文摘要
我们研究由Levy过程驱动、在随机更新时刻观测的长记忆连续时间滑动平均过程,该采样方案通过不规则观测时间引入额外随机性;我们在有限均值和无限均值更新采样下,建立了归一化部分和的渐近行为。
英文摘要
We study long-memory continuous-time moving-average processes driven by a Levy process and observed at random renewal times. The sampling scheme introduces an additional source of randomness through irregular observation times. We establish the asymptotic behaviour of normalized partial sums under both finite- and infinite-mean renewal sampling.