Approximation of fractional Brownian sheet by Wiener integral. Issue 6 (19th March 2018)
- Record Type:
- Journal Article
- Title:
- Approximation of fractional Brownian sheet by Wiener integral. Issue 6 (19th March 2018)
- Main Title:
- Approximation of fractional Brownian sheet by Wiener integral
- Authors:
- Sang, Liheng
Shen, Guangjun
Chang, Qiangqiang - Abstract:
- ABSTRACT: In this paper, we consider an approximation of the fractional Brownian sheet by two parameter wiener integral. We obtain that there exists an unique two parameter wiener integral closest to the fractional Brownian sheet.
- Is Part Of:
- Communications in statistics. Volume 47:Issue 6(2018)
- Journal:
- Communications in statistics
- Issue:
- Volume 47:Issue 6(2018)
- Issue Display:
- Volume 47, Issue 6 (2018)
- Year:
- 2018
- Volume:
- 47
- Issue:
- 6
- Issue Sort Value:
- 2018-0047-0006-0000
- Page Start:
- 1423
- Page End:
- 1441
- Publication Date:
- 2018-03-19
- Subjects:
- Approximation -- fractional Brownian sheet -- Wiener integral.
60F05 -- 60G15 -- 60G18
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2017.1321123 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
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