Daley, Daryl J.; Klüppelberg, Claudia; Yang, Yang - In: Stochastic Processes and their Applications 121 (2011) 9, pp. 2186-2187
The purpose of this note is to correct an error in Baltrunas et al. (2004) [1], and to give a more detailed argument to a formula whose validity has been questioned over the years. These details close a gap in the proof of Theorem 4.1 as originally stated, the validity of which is...
