THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II (Q2716482): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II |
scientific article |
Statements
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II (English)
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1 March 2002
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functional central limit theorem
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stochastic integral
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long memory
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fractionally integrated process
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fractional Brownian motion
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