Abstract
We consider a d-parameter Hermite process with Hurst index H=(H1,..,Hd)∈12,1d and we study its limit behavior in distribution when the Hurst parameters Hi,i=1,..,d (or a part of them) converge to 12 and/or 1. The limit obtained is Gaussian (when at least one parameter tends to 12) and non-Gaussian (when at least one-parameter tends to 1 and none converges to 12).
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
