Invariance principle, multifractional Gaussian processes and long-range dependence
نویسندگان
چکیده
منابع مشابه
Invariance principle, multifractional Gaussian processes and long-range dependence
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 (1/2,1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional Brownian motion. Résumé. Ce papier a pour but d’établir ...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2008
ISSN: 0246-0203
DOI: 10.1214/07-aihp127