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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
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