Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)

MaRDI QIDQ1209196zbMATH OpenFDO

Authors Jacques Akonom

Publication date 16 May 1993

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1993__29_1_57_0, https://eudml.org/doc/77451

zbMATH Keywords

Brownian motionoccupation timesstationary processlocal limit theoremstrong approximation results

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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(19)

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• Asymptotic theory for zero energy functionals with nonparametric regression applications
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