Displaying similar documents to “Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory”

Invariance principle, multifractional gaussian processes and long-range dependence

Serge Cohen, Renaud Marty (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.