On Convergence to Semi-Stable Gaussian Processes
From MaRDI portal
Publication:4169478
DOI10.1137/1122060zbMath0387.60039OpenAlexW1979382076MaRDI QIDQ4169478
Publication date: 1977
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1122060
Related Items (12)
The distance between rival nonstationary fractional processes ⋮ Asymptotics for duration-driven long range dependent processes ⋮ Asymptotics of the sample mean and sample covariance of long-range-dependent series ⋮ Operator-Self-Similar Processes in a Finite-Dimensional Space ⋮ Unnamed Item ⋮ Weak convergence of multivariate fractional processes ⋮ Distribution theory for the Studentized mean for long, short, and negative memory time series ⋮ On linear processes with dependent innovations ⋮ ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS ⋮ Regression model fitting with long memory errors ⋮ Alternative forms of fractional Brownian motion ⋮ On a class of self-similar processes
This page was built for publication: On Convergence to Semi-Stable Gaussian Processes