Convergence in Law to Operator Fractional Brownian Motions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-011-0401-4.pdf
Reference31 articles.
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4. Dai, H., Li, Y.: A weak limit theorem for generalized multifractional Brownian motion. Stat. Probab. Lett. 80, 348–356 (2010)
5. Davidson, J., de Jong, R.M.: The functional central limit theorem and weak convergence to stochastic integrals II. Econom. Theory 16, 643–666 (2000)
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