Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets

Author： Reveillac Anthony  

Publisher： Taylor & Francis Ltd

ISSN： 0736-2994

Source： Stochastic Analysis and Applications, Vol.27, Iss.1, 2009-01, pp. : 51-73

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Abstract

In this article, we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart in [18] based on the Malliavin calculus.

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