Template-type: ReDIF-Paper 1.0
Author-Name: James Duffy
Author-Workplace-Name: Institute for New Economic Thinking, Oxford Martin School, and Economics Department, University of Oxford
Author-Email: james.duffy@economics.ox.ac.uk
Title: A uniform law for convergence to the local times of linear fractional stable motions
Abstract: We provide a uniform law for the weak convergence of additive functionals of partial sum 
processes to the local times of linear fractional stable motions, in a setting sufficiently general 
for statistical applications. Our results are fundamental to the analysis of the global properties of 
nonparametric estimators of nonlinear statistical models that involve such processes as covariates.
X-Classification-JEL: 
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Length: 31 pages
Creation-Date: 2015-01-22
Number: 2015-W01
File-URL: http://www.nuffield.ox.ac.uk/economics/papers/2015/duffy-uniform-law.pdf
File-Format: application/pdf
Handle: RePEc:nuf:econwp:1501