Operator fractional Brownian motion as limit of polygonal lines processes in Hilbert space (Q3083429)
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scientific article; zbMATH DE number 5868828
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| English | Operator fractional Brownian motion as limit of polygonal lines processes in Hilbert space |
scientific article; zbMATH DE number 5868828 |
Statements
OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE (English)
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21 March 2011
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fractional Brownian motion
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Hilbert space
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functional central limit theorem
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long memory
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linear processes
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0.7641414999961853
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0.762743353843689
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0.7502052187919617
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0.7440990209579468
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0.7435535192489624
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