Weak convergence to the fractional Brownian sheet using martingale differences
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Publication:2251687
DOI10.1016/j.spl.2014.04.014zbMath1300.60054MaRDI QIDQ2251687
Xianye Yu, Litan Yan, Zhi Wang
Publication date: 15 July 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.04.014
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60B10: Convergence of probability measures
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