Fractional Brownian sheet and martingale difference random fields

Autor: Zhi Wang, Jing Cui
Jazyk: angličtina
Rok vydání: 2016
Předmět:
Zdroj: Journal of Inequalities and Applications, Vol 2016, Iss 1, Pp 1-9 (2016)
Druh dokumentu: article
ISSN: 1029-242X
DOI: 10.1186/s13660-016-1144-7
Popis: Abstract In this paper, we prove a functional central limit theorem for the multidimensional parameter fractional Brownian sheet using martingale difference random fields. The proof is based on the invariance principle for the Brownian sheet due Poghosyan and Roelly (Stat. Probab. Lett. 38:235-245, 1998).
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