Recommendations
- On the order of magnitude of sums of negative powers of integrated processes
- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- scientific article; zbMATH DE number 698681
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
- Exponential functionals of integrated processes
Cites work
- scientific article; zbMATH DE number 439383 (Why is no real title available?)
- scientific article; zbMATH DE number 818203 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A Proof of the Generalized Second-Limit Theorem in the Theory of Probability
- ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- Asymptotic Statistics
- CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
- Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
- On the order of magnitude of sums of negative powers of integrated processes
- Recent developments on the moment problem
- The sum of the reciprocal of the random walk
- WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
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