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Weak convergence of multivariate fractional processes

✍ Scribed by D. Marinucci; P.M. Robinson


Book ID
108433057
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
149 KB
Volume
86
Category
Article
ISSN
0304-4149

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πŸ“œ SIMILAR VOLUMES


Weak convergence of convex stochastic pr
✍ Miguel A. Arcones πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 530 KB

We discuss the weak convergence of convex stochastic processes. Let {Z.(t): t e T }, n >/ 1, be a sequence of stochastic processes, where T is an open convex set of R e, such that Z, : T ~ R is a convex function (for each ~o and each n), We show that {Z,(t):ts To} converges weakly to {Z(t):t ~ T}, f