A Weak Convergence to Hermite Process by Martingale Differences
Joint Authors
Source
Advances in Mathematical Physics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-13
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We consider the weak convergence to general Hermite process ZH,k of order k with index H.
By applying martingale differences we construct a sequence {ZH,kn , n=1,2,…} of multiple Wiener-Itô stochastic integrals such that it converges in distribution to the Hermite process ZH,k.
American Psychological Association (APA)
Sun, Xichao& Cheng, Ronglong. 2014. A Weak Convergence to Hermite Process by Martingale Differences. Advances in Mathematical Physics،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-462187
Modern Language Association (MLA)
Sun, Xichao& Cheng, Ronglong. A Weak Convergence to Hermite Process by Martingale Differences. Advances in Mathematical Physics No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-462187
American Medical Association (AMA)
Sun, Xichao& Cheng, Ronglong. A Weak Convergence to Hermite Process by Martingale Differences. Advances in Mathematical Physics. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-462187
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-462187
