Pages that link to "Item:Q2577173"

The following pages link to Convergence and convergence rate to fractional Brownian motion for weighted random sums (Q2577173):

Displaying 21 items.

• An invariance principle for fractional Brownian sheets (Q482790) (← links)
• Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
• A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
• On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) (← links)
• Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions (Q1012430) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order (Q1615768) (← links)
• Formation of a relation of nonlocalities in the anomalous diffusion model (Q1702612) (← links)
• On the model of random walk with multiple memory structure (Q2162954) (← links)
• The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages (Q2331139) (← links)
• Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
• Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions (Q2654720) (← links)
• Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
• Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion (Q2709706) (← links)
• The functional central limit theorem for Baxter sums of fractional Brownian motion (Q2740448) (← links)
• Asymptotic properties of self-normalized linear processes with long memory (Q2890703) (← links)
• Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence (Q3044057) (← links)
• Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion (Q3505448) (← links)
• (Q3537739) (← links)
• Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
• On the probabilistic-statistical approach to the analysis of nonlocality parameters of plasma density (Q6540288) (← links)