Weak convergence to the tangent process of the linear multifractional stable motion
Taqqu, Murad S.
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CitationStilian Stoev, Murad S Taqqu. 2005. "Weak Convergence to the Tangent Process of the Linear Multifractional Stable Motion." Pliska Studia Mathematica Bulgarica, 2005, v. 17, pp. 271 - 294.
We also show that one can have degenerate tangent processes Z(t), when the function H(t) is not sufficiently regular. The LMSM process is closely related to the Gaussian multifractional Brownian motion (MBM) process. We establish similar weak convergence results for the MBM.