An ideal metric and the rate of convergence to a self-similar process
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Publication:578717
DOI10.1214/aop/1176992167zbMath0624.60010OpenAlexW2019765856MaRDI QIDQ578717
Makoto Maejima, Svetlozar T. Rachev
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992167
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Sums of independent random variables; random walks (60G50)
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