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Latest revision as of 09:46, 10 July 2024

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Asymptotic behavior of mixed power variations and statistical estimation in mixed models
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    Asymptotic behavior of mixed power variations and statistical estimation in mixed models (English)
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    25 June 2015
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    power variations
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    fractional Brownian motion
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    Hurst parameter
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    Wiener process
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    weak asymptotic behavior
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    almost sure asymptotic behavior
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    consistent estimator
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