Resumen
We consider a d-parameter Hermite process with Hurst index H=(H 1 ,.,H d )∈1/2,1 d and we study its limit behavior in distribution when the Hurst parameters H i ,i=1,.,d (or a part of them) converge to 1/2 and/or 1. The limit obtained is Gaussian (when at least one parameter tends to 1/2) and non-Gaussian (when at least one-parameter tends to 1 and none converges to 1/2).
Idioma original | Inglés |
---|---|
Páginas (desde-hasta) | 2582-2605 |
Número de páginas | 24 |
Publicación | Stochastic Processes and their Applications |
Volumen | 129 |
N.º | 7 |
DOI | |
Estado | Publicada - jul. 2019 |
Publicado de forma externa | Sí |