Convergence of weighted sums of random variables with long-range dependence

Stochastic Processes and their Applications

Volumn 90, Issue 1, 2000, Pages 157-174

  Pipiras, Vladas ^a   Taqqu, Murad S ^a  

^a BOSTON UNIVERSITY   (United States)

Author keywords

Fourier transform; Fractional brownian motion; Integral with respect to fractional brownian motion; Long range dependence; Time and spectral domains; Weierstrass mandelbrot process

Indexed keywords

EID: 0347935844     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00040-5     Document Type: Article

References (14)

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10. Pipiras, V., Taqqu, M.S., 2000c. The Weierstrass-Mandelbrot process provides a series approximation to the harmonizable fractional stable motion. In: Bandt, C., Graf, S., Zähle, M. (Eds.), Fractal Geometry and Stochastics II. Birkhäuser, Basel, pp. 161-179.
11. Samko, S.G., Kilbas, A.A., Marichev, O.I., 1993. Fractional Integrals and Derivatives. Gordon and Breach Science Publishers, London.
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13. Taqqu, M.S., 1975. Weak convergence to fractional Brownian motion and to the Rosenblatt process. Z. Wahrsch. Verwandte Gebiete 31, 287-302.
14. Zygmund, A., 1979. Trigonometric Series, Vols. I, II. Cambridge University Press, Cambridge.