Search

Your search keyword '"Réveillac, Anthony"' showing total 1 results
Start Over Author "Réveillac, Anthony" Topic asymptotic distribution Topic central limit theorem

Refine your results

1 results on '"Réveillac, Anthony"'

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
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results