A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11203-005-0532-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1965745196 / rank | |||
Normal rank | |||
Revision as of 20:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion |
scientific article |
Statements
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (English)
0 references
24 May 2007
0 references
step fractional Brownian motion
0 references
Hurst index
0 references
detection of abrupt changes
0 references
random wavelet series
0 references
generalized quadratic variation
0 references
