A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907)
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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 |
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A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (English)
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24 May 2007
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step fractional Brownian motion
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Hurst index
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detection of abrupt changes
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random wavelet series
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generalized quadratic variation
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