On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet

MaRDI QIDQ4915077zbMATH OpenFDO

Authors Jean-Christophe Breton

Publication date 16 April 2013

Full work available at URL http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=31.2&nrA=8&ppB=301&ppE=311

zbMATH Keywords

convergence in variationfractional Brownian sheetlimit theoremsmultiple stochastic integrals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Random fields (60G60) Stochastic integrals (60H05) Asymptotic distribution theory in statistics (62E20)

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Cited in

(10)

• Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
• Rate of convergence for the weighted Hermite variations of the fractional Brownian motion
• On rate of convergence in non-central limit theorems
• Functional limit theorems for generalized variations of the fractional Brownian sheet
• Hermite variations of the fractional Brownian sheet
• Limit theorems for power variations of ambit fields driven by white noise
• Non-central limit theorems and convergence rates
• Wiener integrals with respect to the Hermite random field and applications to the wave equation
• On the rate of convergence to Rosenblatt-type distribution
• Limit theorems for \(p\)-domain functionals of stationary Gaussian fields

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