Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q58696834, #quickstatements; #temporary_batch_1705868726170 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:35, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion |
scientific article |
Statements
Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (English)
0 references
3 April 2012
0 references
Summary: We first present two convergence results for the second-order quadratic variations of asubfractional Brownian motion: the first is a deterministic asymptotic expansion; the second is a central limit theorem. Next we combine these results and concentration inequalities to build confidence intervals for the self-similarity parameter associated with one-dimensional subfractional Brownian motions.
0 references
convergence
0 references
