Convergence of functionals of sums of R.V.s to local times of fractional stable motions

Annals of Probability

Volumn 32, Issue 3 A, 2004, Pages 1771-1795

  Jeganathan, P ^a,b  

^a INDIAN STATISTICAL INSTITUTE   (India)

^b INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Fractional ARIMA process; Fractional Brownian motion; Fractional stable motion; Functionals of sums of fractional ARIMA; Heavy tailed distributions; Local time; Weak convergence to local times

Indexed keywords

EID: 4544290055     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000658     Document Type: Article

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