An invariance principle for fractional Brownian sheets
From MaRDI portal
Publication:482790
DOI10.1007/s10959-013-0483-2zbMath1307.60030arXiv1109.5160OpenAlexW1989788823MaRDI QIDQ482790
Publication date: 6 January 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5160
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)
Related Items (7)
Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ Unit roots test: spatial model with long memory errors ⋮ From random partitions to fractional Brownian sheets ⋮ Generalized operator-scaling random ball model ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Central limit theorems for long range dependent spatial linear processes ⋮ A central limit theorem for fields of martingale differences
Cites Work
- Invariance principles for linear processes with application to isotonic regression
- Asymptotic theory for stationary processes
- Central limit theorem for stationary linear processes
- On the weak invariance principle for stationary sequences under projective criteria
- Recent advances in invariance principles for stationary sequences
- Central limit theorem for linear processes
- Martingale approximations for sums of stationary processes.
- On the weak invariance principle for non-adapted sequences under projective criteria
- Invariance principles for non-isotropic long memory random fields
- Convergence and convergence rate to fractional Brownian motion for weighted random sums
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
- A new condition for the invariance principle for stationary random fields
- Long memory random fields
- Convergence of integrated processes of arbitrary Hermite rank
- Exponential inequalities and functional central limit theorems for random fields
- Nonlinear system theory: Another look at dependence
- On multipliers preserving convergence of trigonometric series almost everywhere
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- A central limit theorem for stationary random fields
- Convergence of random spectral measures and applications to invariance principles.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: An invariance principle for fractional Brownian sheets
