On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet (Q4915077)
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scientific article; zbMATH DE number 6154585
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| English | On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet |
scientific article; zbMATH DE number 6154585 |
Statements
16 April 2013
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convergence in variation
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fractional Brownian sheet
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multiple stochastic integrals
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limit theorems
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0.8339311480522156
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0.8278815746307373
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0.8265650272369385
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0.8210657835006714
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0.7788378000259399
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