Weight functions and pathwise local central limit theorems
Lajos Horvath and
Stochastic Processes and their Applications, 1995, vol. 59, issue 1, 105-123
This paper is concerned with weak convergence together with convergence rates in weighted almost sure local central limit theorems for random walks. The main tools are stochastic calculus and strong approximations.
Keywords: Random; walks; Logarithmic; averages; Ornstein-Uhlenbeck; process; Local; times (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:59:y:1995:i:1:p:105-123
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