A. Duffy, James, A uniform law for convergence to the local times of linear fractional stable motions, Annals of applied probability , 26(1), 2016, pp. 45-72
We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are fundamental to the analysis of the global properties of nonparametric estimators of nonlinear statistical models that involve such processes as covariates.