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Convergence of integrated processes of arbitrary Hermite rank · Study

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ArticleConvergence of integrated processes of arbitrary Hermite rank

Murad S. Taqqu1979

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Articlebronze1979

Convergence of integrated processes of arbitrary Hermite rank

566 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 1975Weak convergence to fractional brownian motion and to the rosenblatt process 1951Multiple Wiener Integral

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2008Stein’s method on Wiener chaos 2010Modelling Nonlinear Economic Time Series 1999Alternative forms of fractional Brownian motion 2004Long Range Dependence 2008Analysis of the Rosenblatt process 2004Testing normality: a GMM approach 1999LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 2000Weak convergence of multivariate fractional processes

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Details

Year1979

Typearticle

Published1979-01-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languagede

Citations566

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00535674

openalex_workW2023575643

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