%0 Journal Article
%T Invariance principle, multifractional Gaussian processes and long-range dependence
%A Serge Cohen
%A Renaud Marty
%J Mathematics
%D 2006
%I arXiv
%R 10.1214/07-AIHP127
%X 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.
%U http://arxiv.org/abs/math/0610551v2