Small-time limit theorems for stationary independent increment processes

DOI10.1080/17442507908833129zbMath0412.60042OpenAlexW2069517058MaRDI QIDQ4200943

Richard M. Salter

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833129

zbMATH Keywords

regular variationscaling limitdomain of attractioninfinitely divisible distributionstationary processstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

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Cites Work

• Optimal sampling of independent increment processes

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