Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
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DOI：
10.1080/07362990701540519
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发表时间：
2007-08
影响因子：
1.3
通讯作者：
M. Maejima;C. Tudor
中科院分区：
文献类型：
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作者：
M. Maejima;C. Tudor
摘要引入了关于Hermite过程的Wiener积分，并证明了一个以该积分为极限的非中心极限定理。作为一个例子，我们研究了分数阶Ornstein-Uhlenbeck过程的推广。
Abstract We introduce Wiener integrals with respect to the Hermite process and we prove a non-central limit theorem in which this integral appears as limit. As an example, we study a generalization of the fractional Ornstein–Uhlenbeck process.