activity
20032020
most citedApproximation of integrals over asymptotic sets with applications to probability and statistics

11 citations · 26 across the 16 of their papers we have counts for

collaborators
Showing 2010 · math.PRShow all

1 paper · 2 filters

math.PR2010

Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution

Ph. Barbe, W. P. McCormick

We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The…