Pages that link to "Item:Q2577173"

The following pages link to Convergence and convergence rate to fractional Brownian motion for weighted random sums (Q2577173):

Displaying 11 items.

• An invariance principle for fractional Brownian sheets (Q482790) (← links)
• Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
• A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
• On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order (Q1615768) (← links)
• Formation of a relation of nonlocalities in the anomalous diffusion model (Q1702612) (← links)
• On the model of random walk with multiple memory structure (Q2162954) (← links)
• The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages (Q2331139) (← links)
• Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
• Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)