Pages that link to "Item:Q2519679"
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The following pages link to Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (Q2519679):
Displayed 33 items.
- Quantitative stable limit theorems on the Wiener space (Q272936) (← links)
- Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913) (← links)
- Central limit theorems for multiple Skorokhod integrals (Q966511) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion (Q982749) (← links)
- Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion (Q1680936) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (Q1737956) (← links)
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation (Q2158595) (← links)
- Rate of convergence for the weighted Hermite variations of the fractional Brownian motion (Q2209307) (← links)
- Discrete rough paths and limit theorems (Q2227464) (← links)
- Asymptotic distributions for power variation of the solution to a stochastic heat equation (Q2230738) (← links)
- Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation (Q2244399) (← links)
- Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261) (← links)
- Representation of local times of fractional Brownian motion (Q2406797) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
- The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus (Q4976209) (← links)
- Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (Q5109851) (← links)
- A note on parameter estimation for discretely sampled SPDEs (Q5114813) (← links)
- Limit theorems for a class of integral functionals driven by fractional Brownian motion (Q5875245) (← links)
- Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs (Q6103215) (← links)