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

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  • Bardina, Xavier
  • Jolis, Maria
  • Tudor, Ciprian A.

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.

Suggested Citation

  • Bardina, Xavier & Jolis, Maria & Tudor, Ciprian A., 2003. "Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 317-329, December.
    • Handle: RePEc:eee:stapro:v:65:y:2003:i:4:p:317-329
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    References listed on IDEAS

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    1. Bardina, Xavier & Jolis, Maria & Rovira, Carles, 2000. "Weak approximation of the Wiener process from a Poisson process: the multidimensional parameter set case," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 245-255, November.
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