Invariance principle, multifractional Gaussian processes and long-range dependence
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Publication:731682
DOI10.1214/07-AIHP127zbMath1176.60021arXivmath/0610551MaRDI QIDQ731682
Publication date: 8 October 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0610551
long-range dependence; centered Gaussian field; finite-dimensional convergence; multifractional Gaussian process
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