Weak convergence to a class of multiple stochastic integrals

DOI10.1080/03610926.2016.1179758zbMATH Open1378.60014OpenAlexW2486259502MaRDI QIDQ4586572FDOQ4586572

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

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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)

Cited In (8)

• WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE
• Empirical limit theorems for Wiener chaos
• Weak convergence of stochastic integrals driven by martingale measure
• Weak convergence to the multiple Stratonovich integral.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Parametric estimation in the Vasicek-type model driven by sub-fractional Brownian motion
• Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals

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