Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
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Publication:1680936
DOI10.1016/j.jspi.2017.07.001zbMath1374.60066OpenAlexW2738245352MaRDI QIDQ1680936
Publication date: 17 November 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.07.001
parameter estimationasymptotic normalityOrnstein-Uhlenbeck processcentral limit theoremgeneralized quadratic variationweighted-fractional Brownian motion
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