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.

引用

页码：1873 / 1886

页数：14

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