Pakkanen, Mikko S.; Réveillac, Anthony - School of Economics and Management, University of Aarhus - 2014
We prove functional central and non-central limit theorems for generalized variations of the anisotropic d-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on the Hermite rank of the variation functional and...