Functional limit theorems for generalized variations of the fractional Brownian sheet
From MaRDI portal
Publication:282556
DOI10.3150/15-BEJ707zbMath1338.60099arXiv1404.2822MaRDI QIDQ282556
Mikko S. Pakkanen, Anthony Réveillac
Publication date: 12 May 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.2822
functional limit theorems; Malliavin calculus; central limit theorem; non-central limit theorem; power variation; fractional Brownian sheet; Hermite sheet
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
60H07: Stochastic calculus of variations and the Malliavin calculus
60F17: Functional limit theorems; invariance principles
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