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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 3, Pages 513–522 (Mi tvp3251)  

This article is cited in 19 scientific papers (total in 19 papers)

On convergence to semi-stable Gaussian processes

V. V. Gorodeсkiĭ

Leningrad
Abstract: Some results are obtained on weak convergence of random broken lines to semi-stable Gaussian processes. If the limiting process has stationary increments, an estimate of the rate of convergence is also found.
Received: 12.06.1975
English version:
Theory of Probability and its Applications, 1978, Volume 22, Issue 3, Pages 498–508
DOI: https://doi.org/10.1137/1122060
Bibliographic databases:
Language: Russian
Citation: V. V. Gorodeсkiǐ, “On convergence to semi-stable Gaussian processes”, Teor. Veroyatnost. i Primenen., 22:3 (1977), 513–522; Theory Probab. Appl., 22:3 (1978), 498–508
Citation in format AMSBIB
\Bibitem{Gor77}
\by V.~V.~Gorodeсki{\v\i}
\paper On convergence to semi-stable Gaussian processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 3
\pages 513--522
\mathnet{http://mi.mathnet.ru/tvp3251}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=455063}
\zmath{https://zbmath.org/?q=an:0387.60039}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 3
\pages 498--508
\crossref{https://doi.org/10.1137/1122060}
Linking options:
  • https://www.mathnet.ru/eng/tvp3251
  • https://www.mathnet.ru/eng/tvp/v22/i3/p513
    Erratum
    This publication is cited in the following 19 articles:
    1. Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar, “General Conditions of Weak Convergence of Discrete-Time Multiplicative Scheme to Asset Price with Memory”, Risks, 8:1 (2020), 11  crossref
    2. Fractional Brownian Motion, 2019, 257  crossref
    3. Pipiras V., Taqqu M., “Long-Range Dependence and Self-Similarity”, Long-Range Dependence and Self-Similarity, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge Univ Press, 2017, 1–668  crossref  mathscinet  zmath  isi
    4. Tucker McElroy, Dimitris N. Politis, “Distribution theory for the studentized mean for long, short, and negative memory time series”, Journal of Econometrics, 177:1 (2013), 60  crossref
    5. Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik, Long-Memory Processes, 2013, 209  crossref
    6. Mishura Yu.S., “Wiener integration with respect to fractional brownian motion”, Stochastic Calculus for Fractional Brownian Motion and Related Processes, Lecture Notes in Mathematics, 1929, 2008, 1  crossref  isi
    7. Theory Probab. Appl., 52:2 (2008), 361–370  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    8. Meng-Chen Hsieh, Clifford M. Hurvich, Philippe Soulier, “Asymptotics for duration-driven long range dependent processes”, Journal of Econometrics, 141:2 (2007), 913  crossref
    9. P.M. Robinson, “The distance between rival nonstationary fractional processes”, Journal of Econometrics, 128:2 (2005), 283  crossref
    10. Wei Biao Wu, Wanli Min, “On linear processes with dependent innovations”, Stochastic Processes and their Applications, 115:6 (2005), 939  crossref
    11. Wen Dai, “Asymptotics of the sample mean and sample covariance of long-range-dependent series”, Journal of Applied Probability, 41:A (2004), 383  crossref
    12. H. L. Koul, Developments in Robust Statistics, 2003, 203  crossref
    13. Qiying Wang, Yan-Xia Lin, Chandra M. Gulati, “ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS”, Econ. Theory, 19:01 (2003)  crossref
    14. D. Marinucci, P.M. Robinson, “Weak convergence of multivariate fractional processes”, Stochastic Processes and their Applications, 86:1 (2000), 103  crossref
    15. D. Marinucci, P.M. Robinson, “Alternative forms of fractional Brownian motion”, Journal of Statistical Planning and Inference, 80:1-2 (1999), 111  crossref
    16. Hira L. Koul, Winfried Stute, “Regression model fitting with long memory errors”, Journal of Statistical Planning and Inference, 71:1-2 (1998), 35  crossref
    17. N. V. Smorodina, “Local invariance principle for the processes linearly generated by independent random variables”, Theory Probab. Appl., 29:4 (1985), 707–718  mathnet  mathnet  crossref  isi
    18. Makoto Maejima, “On a class of self-similar processes”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 62:2 (1983), 235  crossref
    19. William N. Hudson, J. David Mason, “Operator-self-similar processes in a finite-dimensional space”, Trans. Amer. Math. Soc., 273:1 (1982), 281  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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