Invariance principles in Besov spaces, Gaussian processes and long-range dependence

DOI10.1007/S13370-011-0059-1zbMath1281.60024OpenAlexW2002106144MaRDI QIDQ384773

El Hassan Lakhel, Salah Hajji

Publication date: 28 November 2013

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-011-0059-1

zbMATH Keywords

Gaussian processesBesov spacesinvariance principlelong-range dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Cites Work

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• Noncentral limit theorems and Appell polynomials
• Moment bounds for associated sequences
• Stochastic analysis of the fractional Brownian motion
• Mixing: Properties and examples
• Weak convergence in Besov spaces to fractional Brownian motion
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Moment bounds for stationary mixing sequences
• Quelques espaces fonctionnels associés à des processus gaussiens
• Arbitrage with Fractional Brownian Motion
• The Invariance Principle for Stationary Processes
• On Convergence of Stochastic Processes
• Fractional Brownian motion, random walks and binary market models

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