Covergance of functionals of sums of r.v's to local times of fractional stable motions

Jaganathan, P2012-01-022012-01-022004The Annals of probability,V32,P1771-1795http://hdl.handle.net/10263/2759enFractional stable motionFractional Brownian motionLocal timeARIMA processARIMAWeak convergence to local timesHeavy tailed distributionsCovergance of functionals of sums of r.v's to local times of fractional stable motionsArticle