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Asymptotic bounds for infinitely divisible sequences

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  • Kwapien, Stanislaw
  • Rosinski, Jan

Abstract

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

Suggested Citation

  • Kwapien, Stanislaw & Rosinski, Jan, 2006. "Asymptotic bounds for infinitely divisible sequences," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1622-1635, November.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:11:p:1622-1635
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    References listed on IDEAS

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    1. Braverman, Michael, 2002. "About boundedness of stable sequences," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 287-293, June.
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