A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907): Difference between revisions

@@ Property / author @@
-Pierre R. Bertrand
@@ Property / author: Pierre R. Bertrand / rank @@
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@@ Property / author @@
+Pierre R. Bertrand
@@ Property / author: Pierre R. Bertrand / rank @@
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+https://doi.org/10.1007/s11203-005-0532-2
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+W1965745196
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@@ Property / cites work @@
+Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments
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@@ Property / cites work @@
+Q3994456
@@ Property / cites work: Q3994456 / rank @@
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@@ Property / cites work @@
+A local method for estimating change points: the “Hat-function”
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@@ Property / cites work @@
+Q3159193
@@ Property / cites work: Q3159193 / rank @@
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@@ Property / cites work @@
+Arbitrage in fractional Brownian motion models
@@ Property / cites work: Arbitrage in fractional Brownian motion models / rank @@
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@@ Property / cites work @@
+Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
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@@ Property / cites work @@
+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
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@@ Property / cites work @@
+Q4407620
@@ Property / cites work: Q4407620 / rank @@
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@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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+Publication:882907