Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets

DOI10.1080/07362990802564491zbMath1158.60017arXiv0801.3416MaRDI QIDQ3611809

Anthony Réveillac

Publication date: 3 March 2009

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

Full work available at URL: https://arxiv.org/abs/0801.3416

zbMATH Keywords

functional limit theorems; Malliavin calculus; two-parameter fractional Brownian motion

Mathematics Subject Classification ID

60G60: Random fields

60F05: Central limit and other weak theorems

60H07: Stochastic calculus of variations and the Malliavin calculus

60G18: Self-similar stochastic processes

Related Items

Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields, Quantitative stable limit theorems on the Wiener space, Functional limit theorems for generalized variations of the fractional Brownian sheet, Limit theorems for power variations of ambit fields driven by white noise, The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds, Distances on probability measures and random variables, Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\), Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion, Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet, Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences

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