OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE
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Publication:3083429
DOI10.1142/S0219493711003152zbMath1228.60045MaRDI QIDQ3083429
Charles Suquet, Alfredas Račkauskas
Publication date: 21 March 2011
Published in: Stochastics and Dynamics (Search for Journal in Brave)
functional central limit theorem; Hilbert space; fractional Brownian motion; long memory; linear processes
60G10: Stationary stochastic processes
60F17: Functional limit theorems; invariance principles
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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Cites Work
- On limit theorems for Banach-space-valued linear processes
- Operator self similar stochastic processes in \(R^ n\).
- Weak convergence of multivariate fractional processes
- The conditional central limit theorem in Hilbert spaces.
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Asymptotic inference results for multivariate long‐memory processes
- Long Range Dependence
- Fractional Brownian Motions, Fractional Noises and Applications
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