scientific article; zbMATH DE number 1453179

zbMath0973.62070MaRDI QIDQ4955461

Donna Mary Salopek, Rimas Norvaiša

Publication date: 5 December 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulated fractional Brownian motion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)

Related Items (3)

CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index ⋮ Rough functions: \(p\)-variation, calculus, and index estimation ⋮ Weighted power variation of integrals with respect to a Gaussian process

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