A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (Q325908)
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scientific article; zbMATH DE number 6637274
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| English | A first-order limit law for functionals of two independent fractional Brownian motions in the critical case |
scientific article; zbMATH DE number 6637274 |
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A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (English)
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11 October 2016
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limit theorem
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functionals
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fractional Brownian motion
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method of moments
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short range dependence
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0.8944030404090881
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0.868222713470459
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0.8632649779319763
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0.8227825164794922
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0.8108930587768555
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