A weak limit theorem for generalized multifractional Brownian motion

Hongshuai Dai; Yuqiang Li

doi:10.1016/j.spl.2009.11.009

A weak limit theorem for generalized multifractional Brownian motion

Hongshuai Dai^*
, Yuqiang Li

^*Corresponding author for this work

School of Statistics

Central South University

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of this approximation is based on the Poisson process.

Original language	English
Pages (from-to)	348-356
Number of pages	9
Journal	Statistics and Probability Letters
Volume	80
Issue number	5-6
DOIs	https://doi.org/10.1016/j.spl.2009.11.009
State	Published - 2010

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title = "A weak limit theorem for generalized multifractional Brownian motion",

abstract = "We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of this approximation is based on the Poisson process.",

author = "Hongshuai Dai and Yuqiang Li",

year = "2010",

doi = "10.1016/j.spl.2009.11.009",

language = "英语",

volume = "80",

pages = "348--356",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

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T1 - A weak limit theorem for generalized multifractional Brownian motion

AU - Dai, Hongshuai

AU - Li, Yuqiang

PY - 2010

Y1 - 2010

N2 - We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of this approximation is based on the Poisson process.

AB - We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of this approximation is based on the Poisson process.

UR - https://www.scopus.com/pages/publications/74849103935

U2 - 10.1016/j.spl.2009.11.009

DO - 10.1016/j.spl.2009.11.009

M3 - 文章

AN - SCOPUS:74849103935

SN - 0167-7152

VL - 80

SP - 348

EP - 356

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 5-6

ER -

A weak limit theorem for generalized multifractional Brownian motion

Abstract

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