Add to ORKGWe show that the random process ＄X_{n}=￥{X_{n}(t) : 0￥leqq t￥leqq 1￥}＄ defined by ＄X_{n}(t)=￥Sigma Q(i_{1}/N, ￥cdots , i_{m}/N)￥xi_{n.l_{1}}￥cdots￥xi_{n.i_{m}}＄ converges weakly in ＄D[0,1]＄ to some process defined by multiple Wiener integrals when ＄￥{￥xi_{n.￥ell}￥}＄ is a martingale difference array or a strictly stationary sequence of random variables satisfying some mixing condition
AbstractThe weak convergence of certain functionals of a sequence of stochastic processes is investi...
The convergence in variation of the laws of multiple Wiener–Ito ̂ integrals with respect to their ke...
AbstractLet {Xnj, n ⩾ 1, j⩾1} be a doubly indexed array of random variables, and let τn= {τn(t), 0≤t...
AbstractWe study the convergence to the multiple Wiener–Itô integral from processes with absolutely ...
We consider the weak convergence to general Hermite process ZH,k of order k with index H. By applyin...
In this article, we obtain some sufficient conditions for weak convergence of a sequence of processe...
"Suppose ＄￥{X_{n}￥}＄ is a strictly stationary sequence of random variables satisfying the usual ＄￥ph...
For forward and reverse martingale processes, weak convergence to appropriate stochastic (but, not n...
AbstractWe study limit properties in the sense of weak convergence in the space D[0,1] of certain pr...
In this paper, we study the asymptotic distribution of a recursively defined stochastic process Xn +...
International audienceWe study the convergence to the multiple Wiener-It\^{o} integral from processe...
We prove sufficient conditions ensuring that a sequence of multiple Wiener-Itô integrals (with respe...
Abstract. In this paper we shall establish some results on weak convergence for vector-valued contin...
AbstractLet (Xt : t ≥ 0) be a stochastically continuous, real valued stochastic process with indepen...
International audienceLet $\{X_{t}, t \in [0,1]\}$ be a Wiener process defined on $(\Omega, A, P)$ w...
AbstractThe weak convergence of certain functionals of a sequence of stochastic processes is investi...
The convergence in variation of the laws of multiple Wiener–Ito ̂ integrals with respect to their ke...
AbstractLet {Xnj, n ⩾ 1, j⩾1} be a doubly indexed array of random variables, and let τn= {τn(t), 0≤t...
AbstractWe study the convergence to the multiple Wiener–Itô integral from processes with absolutely ...
We consider the weak convergence to general Hermite process ZH,k of order k with index H. By applyin...
In this article, we obtain some sufficient conditions for weak convergence of a sequence of processe...
"Suppose ＄￥{X_{n}￥}＄ is a strictly stationary sequence of random variables satisfying the usual ＄￥ph...
For forward and reverse martingale processes, weak convergence to appropriate stochastic (but, not n...
AbstractWe study limit properties in the sense of weak convergence in the space D[0,1] of certain pr...
In this paper, we study the asymptotic distribution of a recursively defined stochastic process Xn +...
International audienceWe study the convergence to the multiple Wiener-It\^{o} integral from processe...
We prove sufficient conditions ensuring that a sequence of multiple Wiener-Itô integrals (with respe...
Abstract. In this paper we shall establish some results on weak convergence for vector-valued contin...
AbstractLet (Xt : t ≥ 0) be a stochastically continuous, real valued stochastic process with indepen...
International audienceLet $\{X_{t}, t \in [0,1]\}$ be a Wiener process defined on $(\Omega, A, P)$ w...
AbstractThe weak convergence of certain functionals of a sequence of stochastic processes is investi...
The convergence in variation of the laws of multiple Wiener–Ito ̂ integrals with respect to their ke...
AbstractLet {Xnj, n ⩾ 1, j⩾1} be a doubly indexed array of random variables, and let τn= {τn(t), 0≤t...