14 citations · 21 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 7 cited
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
Serge Cohen, Clément Dombry
It is classical to approximate the distribution of fractional Brownian motion by a renormalized sum of dependent Gaussian random variables. In this paper we consider such a…
math.PR2006★ 14 cited
Invariance principle, multifractional Gaussian processes and long-range dependence
Serge Cohen, Renaud Marty
This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $…