Tempered Hermite process

DOI10.15559/15-VMSTA34zbMath1352.60035arXiv1601.01108MaRDI QIDQ340791

Farzad Sabzikar

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01108

zbMATH Keywords

Fourier transformWiener-Itō integralweak limit theoremdiscrete chaostempered Hermite process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ On fractional Lévy processes: tempering, sample path properties and stochastic integration

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