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most citedVeraverbeke's theorem at large - On the maximum of some processes with negative drift and heavy tail innovations

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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…