Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model |
scientific article; zbMATH DE number 6652913
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model |
scientific article; zbMATH DE number 6652913 |
Statements
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (English)
0 references
15 November 2016
0 references
mixed Brownian-fractional Brownian model
0 references
randomized periodogram estimator
0 references
asymptotic normality
0 references
central limit theorem
0 references
multiple Wiener integrals
0 references
Malliavin calculus
0 references
quadratic variation
0 references
0 references
0 references
0 references
0 references
0.8031790256500244
0 references
0.7671196460723877
0 references
0.7650031447410583
0 references
0.761868417263031
0 references
0.7547876834869385
0 references
