Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

2008/01/22 by Anthony Reveillac, Reveillac, Anthony
Mathematics · #60F05 #60G18 #60G60 #60H07 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60F05 #msc:60G18 #msc:60G60 #msc:60H07

paper · pdf · doi:10.48550/arxiv.0801.3416

25 pages

arxiv created 2008/02/22 · arxiv updated 2009/12/01

Abstract

In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart based on the Malliavin calculus.

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