Some limit theorems for fractional Lévy Brownian fields

DOI10.1016/S0304-4149(99)00019-8zbMATH Open0997.60022OpenAlexW2012709307MaRDI QIDQ1613614FDOQ1613614

Authors: Zhengyan Lin, Yong-Kab Choi 

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00019-8

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zbMATH Keywords

Gaussian processlimit superior and limit interiorfractional Lévy Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

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Cited In (19)

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• Limits of bifractional Brownian noises
• Sequential monitoring of the tail behavior of dependent data
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• Title not available (Why is that?)
• Local scaling limits of Lévy driven fractional random fields
• Risk forecasting in the context of time series
• A class of fractional Brownian fields from branching systems and their regularity properties
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Title not available (Why is that?)
• Change point tests for the tail index of \(\beta\)-mixing random variables
• Berry-Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes
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• Path properties of \(l^p\)-valued Gaussian random fields
• Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points

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