Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion (Q1038906): Difference between revisions

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Latest revision as of 19:54, 18 April 2024

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Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
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    Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion (English)
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    20 November 2009
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    total variation distance
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    non-central limit theorem
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    fractional Brownian motion
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    Hermite power variation
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    multiple stochastic integrals
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    Hermite random variable
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