Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion (Q1038906): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion |
scientific article |
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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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