Weak convergence to a class of multiple stochastic integrals

DOI10.1080/03610926.2016.1179758zbMath1378.60014OpenAlexW2486259502MaRDI QIDQ4586572

Xichao Sun, Litan Yan

Publication date: 27 October 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1179758

zbMATH Keywords

weak convergencefractional Brownian motionmultiple Wiener integralHermite processrandom array

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10)

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