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1. Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets.

Author

Réveillac, Anthony

Subjects
*CENTRAL limit theorem, *ASYMPTOTIC distribution, *MATHEMATICAL analysis, *PROBABILITY theory, *STOCHASTIC analysis
Abstract

In this article, we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart in [18] based on the Malliavin calculus. [ABSTRACT FROM AUTHOR]

Published
2009
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