Random walks and subfractional Brownian motion
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Publication:2815969
DOI10.1080/03610926.2014.889163zbMath1342.60056arXiv1303.5161OpenAlexW1670432656MaRDI QIDQ2815969
Publication date: 30 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.5161
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50)
Related Items (4)
Approximation to two independent Gaussian processes from a unique Lévy process and applications ⋮ An approximation to the subfractional Brownian sheet using martingale differences ⋮ Donsker type theorem for fractional Poisson process ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
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