Add to ORKGInternational audienceThe Hermite variations of the anisotropic fractional Brownian sheet enjoy similar behaviour to that for the fractional Brownian motion: central (convergence to a normal distribution) or non-central (convergence to a Hermite-type distribution). In this note, we investigate the rate of convergence in the non-central case
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
The term moderate deviations is often used in the literature to mean a class of large deviation prin...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
The main result of this paper is the rate of convergence to Hermite-type distributions in non-centra...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
By using a Malliavin calculus, we prove the central limit theorem on the power variation of the prod...
We use techniques of Malliavin calculus to study the convergence in law of a family of generalized H...
Let Zt q,H t∈[0,1]d denote a d-parameter Hermite random field of order q ≥ 1 and self-simila...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in no...
Let q ≥ 2 be a positive integer, B be a fractional Brownian motion with Hurst index H ∈ (0, 1), Z be...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
The term moderate deviations is often used in the literature to mean a class of large deviation prin...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
The main result of this paper is the rate of convergence to Hermite-type distributions in non-centra...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
By using a Malliavin calculus, we prove the central limit theorem on the power variation of the prod...
We use techniques of Malliavin calculus to study the convergence in law of a family of generalized H...
Let Zt q,H t∈[0,1]d denote a d-parameter Hermite random field of order q ≥ 1 and self-simila...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in no...
Let q ≥ 2 be a positive integer, B be a fractional Brownian motion with Hurst index H ∈ (0, 1), Z be...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
We introduce Wiener integrals with respect to the Hermite process and we prove a Non-Central Limit T...
The term moderate deviations is often used in the literature to mean a class of large deviation prin...