A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (Q325908): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10959-015-0604-1 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10959-015-0604-1 / rank | |||
Normal rank | |||
Revision as of 23:58, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A first-order limit law for functionals of two independent fractional Brownian motions in the critical case |
scientific article |
Statements
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (English)
0 references
11 October 2016
0 references
limit theorem
0 references
functionals
0 references
fractional Brownian motion
0 references
method of moments
0 references
short range dependence
0 references
0 references
