Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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Publication:459482
DOI10.1016/J.JKSS.2011.08.002zbMATH Open1296.60143OpenAlexW2061447969MaRDI QIDQ459482FDOQ459482
Publication date: 13 October 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2011.08.002
Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Fractional processes, including fractional Brownian motion (60G22)
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Cited In (15)
- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus
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- On the convergence to the multiple subfractional Wiener-Itō integral
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
- Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion
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