Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/2759
Title: | Covergance of functionals of sums of r.v's to local times of fractional stable motions |
Authors: | Jaganathan, P |
Keywords: | Fractional stable motion Fractional Brownian motion Local time ARIMA process ARIMA Weak convergence to local times Heavy tailed distributions |
Issue Date: | 2004 |
Citation: | The Annals of probability,V32,P1771-1795 |
URI: | http://hdl.handle.net/10263/2759 |
Appears in Collections: | Mathematics and Statistics |
Files in This Item:
File | Description | Size | Format | |
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Binder1.pdf | 3.21 MB | Adobe PDF | View/Open |
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