Second-order limit laws for occupation times of fractional Brownian motion (Q4684864): Difference between revisions
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scientific article; zbMATH DE number 6943571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order limit laws for occupation times of fractional Brownian motion |
scientific article; zbMATH DE number 6943571 |
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Second-order limit laws for occupation times of fractional Brownian motion (English)
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26 September 2018
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fractional Brownian motion
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short-range dependence
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limit law
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method of moments
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