On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet
Résumé
The Hermite variations of the anisotropic fractional Brownian sheet enjoy similar behaviour to that for the fractional Brownian motion: central (convergence to a normal distribution) or non-central (convergence to a Hermite-type distribution). In this note, we investigate the rate of convergence in the non-central case.