A uniform law for convergence to the local times of linear fractional stable motions
DOI10.1214/14-AAP1085zbMath1334.60044arXiv1501.05467MaRDI QIDQ259566
Publication date: 11 March 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05467
integral functionalsweak convergencefractional Brownian motionadditive functionalslocal timesnonparametric regressionfractional stable motionsnonlinear cointegration
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
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