Power variation of subfractional Brownian motion and application
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Publication:2016792
DOI10.1016/S0252-9602(13)60049-1zbMATH Open1299.60095MaRDI QIDQ2016792FDOQ2016792
Authors: Guangjun Shen, Litan Yan, Junfeng Liu 
Publication date: 30 June 2014
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
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- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
- On \(p\)-variation of bifractional Brownian motion
- Chung's law of the iterated logarithm for subfractional Brownian motion
- Expectiles for subordinated Gaussian processes with applications
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes
- A limit law for functionals of multiple independent fractional Brownian motions
- 带跳的分数维Brown 运动幂变差的渐近行为
- Fluctuations of the power variation of fractional Brownian motion in Brownian time
- On the cross-variation of a class of stochastic processes
- Hausdorff measure of space anisotropic Gaussian processes with non-stationary increments
- Power variations for a class of Brown-Resnick processes
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