HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET
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Publication:2905264
DOI10.1142/S0219493711500213zbMath1263.60035arXiv1010.0143MaRDI QIDQ2905264
Anthony Réveillac, Ciprian A. Tudor, Michael Stauch
Publication date: 27 August 2012
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.0143
91G70: Statistical methods; risk measures
60F05: Central limit and other weak theorems
60G22: Fractional processes, including fractional Brownian motion
60H05: Stochastic integrals
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