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

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