An Approximation of Subfractional Brownian Motion

被引：19
|
作者：
Shen, Guangjun [1 ]
Yan, Litan [2 ]
机构：
[1] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China
[2] Donghua Univ, Dept Math, Shanghai, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 09期
基金：
中国国家自然科学基金;
关键词：
Martingale differences; Subfractional Brownian motion; Convergence in distribution; OCCUPATION TIME FLUCTUATIONS; GAUSSIAN-PROCESSES; WEAK-CONVERGENCE; MARTINGALE-DIFFERENCES; ROSENBLATT PROCESS; PARTICLE-SYSTEMS; LOCAL TIME; RESPECT;
D O I：
10.1080/03610926.2013.769598
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we obtain an approximation theorem for subfractional Brownian motion with H > 1/2, using martingale differences. The proof involves the tightness and identification of finite dimensional distributions.
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页码：1873 / 1886
页数：14
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