Convergence of Weighted Sums of Products of Random Variables with Long-Range Dependence

DOI10.4036/IIS.2003.269zbMath1046.60025OpenAlexW1981097440MaRDI QIDQ3044057

Ying Guo, Litan Yan

Publication date: 10 August 2004

Published in: Interdisciplinary Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4036/iis.2003.269

zbMATH Keywords

fractional Brownian motionlong-range dependencemultiple integral with respect to fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

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