Invariance principle, multifractional Gaussian processes and long-range dependence

DOI10.1214/07-AIHP127zbMath1176.60021arXivmath/0610551MaRDI QIDQ731682

Serge Cohen, Renaud Marty

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

zbMATH Keywords

long-range dependence; centered Gaussian field; finite-dimensional convergence; multifractional Gaussian process

Mathematics Subject Classification ID

60G15: Gaussian processes

60F17: Functional limit theorems; invariance principles

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