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

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