Approximation to two independent Gaussian processes from a unique Lévy process and applications
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Publication:5078018
DOI10.1080/03610926.2019.1615095OpenAlexW2945859982MaRDI QIDQ5078018
Jun Wang, Xiuwei Yin, Xianmei Song, Guang Jun Shen
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1615095
weak convergencefractional Brownian motionLévy processself-similarbifractional Brownian motionsub-fractional Brownian motion
Gaussian processes (60G15) Statistics (62-XX) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
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