Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

Details Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets

2008-01-22

arxiv.org/abs/0801.3416v3

Mathematics

Probability

25 pages

Scientific paper

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 this article is a method developed
by Nourdin and Nualart based on the Malliavin calculus.

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