Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
type: Item
instance of: scholarly article
title: Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
zbMATH Open document ID: 1263.60034
author: Hongshuai Dai
publication date: 2013-03-28T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6149095
zbMATH Keywords: operator fractional Brownian motion of Riemann-Liouville type
zbMATH Keywords: Poisson process
zbMATH Keywords: sequence of i.i.d. random variables
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: s10114-012-1180-2
OpenAlex ID: W2100977763
cites work: Semi-Stable Stochastic Processes
cites work: Sample path properties of self-similar processes with stationary increments
cites work: Q4301585
cites work: Operator self similar stochastic processes in \(R^ n\).
cites work: Operator-Self-Similar Processes in a Finite-Dimensional Space
cites work: Self-similar processes with independent increments
cites work: Operator scaling stable random fields
cites work: Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields
cites work: SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
cites work: The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes
cites work: Asymptotic inference results for multivariate long‐memory processes
cites work: Multiple local Whittle estimation in stationary systems
cites work: Weak convergence of multivariate fractional processes
cites work: A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
cites work: Q4895177
cites work: Integral representations and properties of operator fractional Brownian motions
cites work: Exponents, symmetry groups and classification of operator fractional Brownian motions
cites work: Fractional Brownian Motions, Fractional Noises and Applications
cites work: Operator-self-similar stable processes
cites work: The Invariance Principle for Stationary Processes
cites work: Weak convergence to fractional brownian motion and to the rosenblatt process
cites work: A simple construction of the fractional Brownian motion.
cites work: Weak approximation for a class of Gaussian processes
cites work: Lectures on topics in stochastic differential equations
cites work: Convergence in law to the multiple fractional integral.
cites work: Stochastic-Process Limits
cites work: Q5560061
cites work: Q3721531
cites work: Operator stable laws: Series representations and domains of normal attraction
cites work: Q4863604
cites work: A weak limit theorem for generalized multifractional Brownian motion
cites work: Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
DOI: 10.1007/S10114-012-1180-2
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6149095