Weak convergence to the fractional Brownian sheet using martingale differences

DOI10.1016/j.spl.2014.04.014zbMath1300.60054OpenAlexW1984606836MaRDI QIDQ2251687

Xianye Yu, Litan Yan, Zhi Wang

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.014

zbMATH Keywords

weak convergencemartingale differencesfractional Brownian sheetstrong martingale

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Convergence of probability measures (60B10)

Related Items (8)

Approximation of the Rosenblatt sheet ⋮ Fractional Brownian sheet and martingale difference random fields ⋮ A Berry–Esseen theorem for sample quantiles under martingale difference sequences ⋮ Stochastic heat equation and martingale differences ⋮ Weak convergence of the complex fractional Brownian motion ⋮ Approximation of fractional Brownian sheet by Wiener integral ⋮ An approximation to the subfractional Brownian sheet using martingale differences ⋮ Weak convergence to Rosenblatt sheet

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