Fractional Invariance Principle (Q5467613)

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scientific article; zbMATH DE number 5026139
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Fractional Invariance Principle
scientific article; zbMATH DE number 5026139

    Statements

    title
    Fractional Invariance Principle (English)
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    author
    Yuzo Hosoya
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    publication date
    24 May 2006
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    zbMATH DE Number
    5026139
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    zbMATH Keywords
    fractional Brownian motion
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    central limit theorem
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    linear process
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    asymptotic conditional homoscedasticity
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    OpenAlex ID
    W3121840370
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