Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes (Q2882285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes |
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Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes (English)
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4 May 2012
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multiple stochastic integrals
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self-similar processes
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Rosenblatt process
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fractional Brownian motion
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noncentral limit Theorem
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Malliavin calculus
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