Central limit theorem for an additive functional of the fractional Brownian motion. II. (Q743047)
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scientific article
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| English | Central limit theorem for an additive functional of the fractional Brownian motion. II. |
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Central limit theorem for an additive functional of the fractional Brownian motion. II. (English)
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22 September 2014
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central limit theorem
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fractional Brownian motion
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additive functional
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local time
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method of moments
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0.9889042377471924
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0.9083251357078552
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0.8999919295310974
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0.8437131643295288
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0.825856626033783
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