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

^*此作品的通讯作者

统计学院

Central South University

科研成果: 期刊稿件 › 文章 › 同行评审

2 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	348-356
页数	9
期刊	Statistics and Probability Letters
卷	80
期	5-6
DOI	https://doi.org/10.1016/j.spl.2009.11.009
出版状态	已出版 - 2010

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10.1016/j.spl.2009.11.009

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引用此

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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",

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AU - Dai, Hongshuai

AU - Li, Yuqiang

PY - 2010

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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

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