Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152789 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
We prove a stable version of the Lindeberg–Feller theorem and apply this result to an approximation of stable processes that are represented by stochastic integrals.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Clément Dombry, Paul Jung,