A central limit theorem associated with sub-fractional Brownian motion and an application (Q5063871)
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scientific article; zbMATH DE number 7494578
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| English | A central limit theorem associated with sub-fractional Brownian motion and an application |
scientific article; zbMATH DE number 7494578 |
Statements
A central limit theorem associated with sub-fractional Brownian motion and an application (English)
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21 March 2022
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sub-fractional Brownian motion
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central limit theorem
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Ornstein-Uhlenbeck process
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generalized quadratic variation
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0.8029204607009888
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0.8003906607627869
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0.7997477650642395
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0.7962165474891663
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