On best possible approximations of local time

Miklós Csörgo and Lajos Horvath

Statistics & Probability Letters, 1989, vol. 8, issue 4, 301-306

Abstract: We establish best possible rates for approximating random walk local time by Brownian local time.

Keywords: random; walks; Brownian; motion; (Wiener; process); local; time; strong; approximations; (invariance; principles) (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(89)90036-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:8:y:1989:i:4:p:301-306

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().