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Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets.
- Source :
-
Stochastic Analysis & Applications . Jan/Feb2009, Vol. 27 Issue 1, p51-73. 23p. - Publication Year :
- 2009
-
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]
Details
- Language :
- English
- ISSN :
- 07362994
- Volume :
- 27
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Stochastic Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 35876369
- Full Text :
- https://doi.org/10.1080/07362990802564491