Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (Q2249587): Difference between revisions
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Revision as of 07:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion |
scientific article |
Statements
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (English)
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2 July 2014
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fractional Brownian motion
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cubic variation
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convergence in law
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covariance function
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