Asymptotic behavior of the weak approximation to a class of Gaussian processes
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Publication:5152518
DOI10.1017/jpr.2020.110zbMath1475.60060OpenAlexW3198918924MaRDI QIDQ5152518
Publication date: 24 September 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2020.110
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Large deviations (60F10) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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