Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes

Xavier Bardina, Maria Jolis and Ciprian A. Tudor

Statistics & Probability Letters, 2003, vol. 65, issue 4, 317-329

Abstract: We give a result of approximation in law, in the space of the continuous functions on [0,1]2, of Gaussian two-parameter processes that can be represented in law as a certain Wiener-type integral. The approximations are constructed from a Poisson process in the plane.

Keywords: Fractional; Brownian; sheet; Weak; convergence; Two-parameter; Poisson; process; Two-parameter; Gaussian; processes (search for similar items in EconPapers)
Date: 2003
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