| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527268 | Stochastic Processes and their Applications | 2012 | 28 Pages |
Abstract
We prove some heavy-traffic limit theorems for processes which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a non-Gaussian stable distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Ph. Barbe, W.P. McCormick,