Second-order limit laws for occupation times of fractional Brownian motion (Q4684864)

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scientific article; zbMATH DE number 6943571
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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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