Weak convergence to the tangent process of the linear multifractional stable motion
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Published version
Date
2005
DOI
Authors
Stoev, Stilian
Taqqu, Murad S.
Version
OA Version
Citation
Stilian 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.
Abstract
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.
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License
Attribution-NoDerivatives 4.0 International