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A Weak Convergence to Hermite Process by Martingale Differences
2014
Advances in Mathematical Physics
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We consider the weak convergence to general Hermite processZH,kof orderkwith indexH. By applying martingale differences we construct a sequence{ZH,kn , n=1,2,...}of multiple Wiener-Itô stochastic integrals such that it converges in distribution to the Hermite processZH,k.
doi:10.1155/2014/307819
fatcat:hkhd7pweczay5oiuhybj6jfpkq