Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (Q300780)
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scientific article
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| English | Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation |
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Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (English)
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29 June 2016
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fractional Brownian motion
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Volterra processes
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fourth-moment theorem
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central limit theorem
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parameter estimation
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0.8020763397216797
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0.7789199352264404
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0.7741504907608032
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0.7729641199111938
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0.7703090906143188
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