Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets

DOI10.1080/07362990802564491zbMath1158.60017arXiv0801.3416OpenAlexW2036888794MaRDI QIDQ3611809

Anthony Réveillac

Publication date: 3 March 2009

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3416

zbMATH Keywords

functional limit theoremsMalliavin calculustwo-parameter fractional Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)

Related Items (10)

Quantitative stable limit theorems on the Wiener space ⋮ Functional limit theorems for generalized variations of the fractional Brownian sheet ⋮ Distances on probability measures and random variables ⋮ Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion ⋮ Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences ⋮ Limit theorems for power variations of ambit fields driven by white noise ⋮ Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields ⋮ The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds ⋮ Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) ⋮ Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet

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