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Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm.

Authors :
Xu, Jie
Miao, Yu
Liu, Jicheng
Source :
Communications in Statistics: Theory & Methods; 2016, Vol. 45 Issue 5, p1564-1574, 11p
Publication Year :
2016

Abstract

In this paper, we investigate the quasi-sure large deviation for increments of a fractional Brownian sheet with Hurst indexin Hölder norm on the rectangles. The quasi-sure set of limit points for increments of a fractional Brownian sheet is also established. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
03610926
Volume :
45
Issue :
5
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
113139231
Full Text :
https://doi.org/10.1080/03610926.2015.1109662