Convergence in law of partial sum processes in \(p\)-variation norm
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Publication:946145
DOI10.1007/s10986-008-9001-0zbMath1226.60039OpenAlexW2020125207MaRDI QIDQ946145
Rimas Norvaiša, Alfredas Račkauskas
Publication date: 22 September 2008
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-008-9001-0
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (5)
Local depth ⋮ Uniform asymptotic normality of weighted sums of short-memory linear processes ⋮ p-Variation of CUSUM process and testing change in the mean ⋮ Computation of \(p\)-variation ⋮ Uniform asymptotic normality of self-normalized weighted sums of random variables
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