Asymptotics of weighted random sums

zbMath1329.60073arXiv1402.1414MaRDI QIDQ3457606

David Nualart, Mark Podolskij, José Manuel Corcuera

Publication date: 16 December 2015

Full work available at URL: https://arxiv.org/abs/1402.1414

zbMATH Keywords

weak convergenceBrownian motionfractional calculus\(p\)-variationstable convergenceYoung's integral

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Functional limit theorems; invariance principles (60F17)

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