A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907)
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scientific article; zbMATH DE number 5157023
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| English | A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion |
scientific article; zbMATH DE number 5157023 |
Statements
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (English)
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24 May 2007
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step fractional Brownian motion
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Hurst index
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detection of abrupt changes
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random wavelet series
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generalized quadratic variation
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0.91448593
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0.89659464
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0.89555943
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0.8948777
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0.8935652
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0.89328814
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0.8927418
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0.8917963
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0.8906054
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