A characterization of small and large time limit laws for self-normalized Lévy processes
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Description
We establish asymptotic distribution results for self-normalized Lévy processes at small and large times that are analogs of those of Chistyakov and Götze [Ann. Probab. 32:28-77, 2004] for self-normalized sums.
Collections | ANU Research Publications |
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Date published: | 2013 |
Type: | Book chapter |
URI: | http://hdl.handle.net/1885/73765 |
DOI: | 10.1007/978-3-642-36068-8_8 |
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