Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549617 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
We establish an invariance principle for the fractional Brownian sheet, starting from discrete random fields constructed from two-parameter strong martingales. This is an approximation in law of the fractional Brownian sheet in Skorohord space in the plane.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhi Wang, Litan Yan, Xianye Yu,