Weak convergence to a class of multiple stochastic integrals

DOI10.1080/03610926.2016.1179758MaRDI QIDQ4586572zbMATH OpenOpenAlexFDO

Authors Xichao Sun, Litan Yan

Publication date 27 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1179758

zbMATH Keywords

weak convergencefractional Brownian motionHermite processmultiple Wiener integralrandom array

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

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• On the convergence to the multiple subfractional Wiener-Itō integral
• scientific article; zbMATH DE number 1822341 (Why is no real title available?)
• Empirical limit theorems for Wiener chaos
• Weak convergence of stochastic integrals driven by martingale measure
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion
• Weak convergence to the multiple Stratonovich integral.
• WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE
• Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals

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