Weak convergence in Besov spaces to fractional Brownian motion (Q2745752)
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scientific article; zbMATH DE number 1655171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence in Besov spaces to fractional Brownian motion |
scientific article; zbMATH DE number 1655171 |
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Weak convergence in Besov spaces to fractional Brownian motion (English)
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18 March 2002
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stationary process
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long-range dependence
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fractional Brownian motion
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Besov spaces
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The paper examines the weak convergence of partial sums of stationary random variables with long-range dependence, in Besov spaces, to the fractional Brownian motion.
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