Showing math.PRShow all
2 papers · 1 filter
math.PR2010
Hermite variations of the fractional Brownian sheet
Anthony Reveillac, Michael Stauch, Ciprian A. Tudor
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fractional Brownian sheet with Hurst parameter . When $…
math.PR2008
Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
Anthony Reveillac
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…