Pages that link to "Item:Q629788"
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The following pages link to Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788):
Displayed 16 items.
- A strong convergence to the Rosenblatt process (Q412475) (← 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)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis (Q627302) (← links)
- Central limit theorems for multiple Skorokhod integrals (Q966511) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← 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)
- Estimating self-similarity through complex variations (Q1950866) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Discretizing the fractional Lévy area (Q2267547) (← links)
- Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (Q2519679) (← links)
- HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET (Q2905264) (← links)
- Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus (Q3094226) (← links)