Fractional Invariance Principle (Q5467613)
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scientific article; zbMATH DE number 5026139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Invariance Principle |
scientific article; zbMATH DE number 5026139 |
Statements
Fractional Invariance Principle (English)
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24 May 2006
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fractional Brownian motion
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central limit theorem
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linear process
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asymptotic conditional homoscedasticity
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