Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556)
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scientific article; zbMATH DE number 6579710
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| English | Functional limit theorems for generalized variations of the fractional Brownian sheet |
scientific article; zbMATH DE number 6579710 |
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Functional limit theorems for generalized variations of the fractional Brownian sheet (English)
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12 May 2016
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functional limit theorems
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central limit theorem
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non-central limit theorem
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fractional Brownian sheet
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Hermite sheet
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Malliavin calculus
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power variation
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0.860817551612854
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0.8322800993919373
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0.8248154520988464
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0.8210657835006714
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0.8160117268562317
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