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A uniform law for convergence to the local times of linear fractional stable motions (1501.05467v2)
Published 22 Jan 2015 in math.ST and stat.TH
Abstract: We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are fundamental to the analysis of the global properties of nonparametric estimators of nonlinear statistical models that involve such processes as covariates.
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