On convergence of random walks generated by compound Cox processes to Lévy processes

Korolev, V. Yu, Zaks, L. M., Zeifman, A. I. . Statistics & Probability Letters 2013. 83 (10) :2432-2438

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Bibtex

@article{CIS-278376,
  Author = {Korolev, V. Yu and Zaks, L. M. and Zeifman, A. I.},
  Title = {On convergence of random walks generated by compound Cox processes to Lévy processes},
  Journal = {Statistics & Probability Letters},
  Volume = {83},
  Number = {10},
  Year = {2013},
  Pages = {2432--2438},
  Keywords = {Goodness-of-fit, Weibull distribution, Distribution function, Bayesian, Kullback Leibler, Skorokhod space, Lévy process, α-stable Lévy process, Stable distribution, transfer theorem, compound doubly stochastic Poisson process, compound Cox process}
}

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