Weak convergence in Besov spaces to fractional Brownian motion (Q2745752)

From MaRDI portal





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

    Statements

    Weak convergence in Besov spaces to fractional Brownian motion (English)
    0 references
    0 references
    0 references
    18 March 2002
    0 references
    stationary process
    0 references
    long-range dependence
    0 references
    fractional Brownian motion
    0 references
    Besov spaces
    0 references
    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.
    0 references

    Identifiers