Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes

We give a result of approximation in law, in the space of the continuous functions on [0,1]2, of Gaussian two-parameter processes that can be represented in law as a certain Wiener-type integral. The approximations are constructed from a Poisson process in the plane.

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Year of publication:	2003
Authors:	Bardina, Xavier ; Jolis, Maria ; Tudor, Ciprian A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 4, p. 317-329
Publisher:	Elsevier
Keywords:	Fractional Brownian sheet Weak convergence Two-parameter Poisson process Two-parameter Gaussian processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138254