A note on dichotomy theorems for integrals of stable processes

DOI10.1016/0167-7152(94)90067-1zbMath0856.60056OpenAlexW2064183210MaRDI QIDQ1324588

Lajos Horváth, Qui-Man Shao

Publication date: 24 May 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90067-1

zbMATH Keywords

partial sumsstable processesstochastic integralsdichotomy theorems\(L_ p\)-norms

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic processes (60G99) Abelian groups (20K99)

Cites Work

• Unnamed Item
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Some path properties of pth order and symmetric stable processes
• Convergence of integrals of uniform empirical and quantile processes
• Stable Measures and Central Limit Theorems in Spaces of Stable Type

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