Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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Cites work
- A series expansion of fractional Brownian motion
- Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
- Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
- CLT and other limit theorems for functionals of Gaussian processes
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Convergence of integrated processes of arbitrary Hermite rank
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
- Fractional Brownian density process and its self-intersection local time of order k
- Inner product spaces of integrands associated to subfractional Brownian motion
- Itô's formula for a sub-fractional Brownian motion
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
- Milstein's type schemes for fractional SDEs
- Multiple sub-fractional integrals and some approximations
- Non-central limit theorems for non-linear functional of Gaussian fields
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- On the collision local time of sub-fractional Brownian motions
- Power variation and stochastic volatility: a review and some new results
- Power variation of some integral fractional processes
- Remarks on an integral functional driven by sub-fractional Brownian motion
- Some aspects of stochastic calculus for the sub-fractional Brownian motion
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Some properties of the sub-fractional Brownian motion
- Sub-fractional Brownian motion and its relation to occupation times
- The Malliavin Calculus and Related Topics
- Weighted power variations of iterated Brownian motion
Cited in
(22)- Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus
- Nonparametric regression with subfractional Brownian motion via Malliavin calculus
- Least squares estimator for -sub-fractional bridges
- scientific article; zbMATH DE number 6611612 (Why is no real title available?)
- On the self-intersection local time of subfractional Brownian motion
- Stochastic integration with respect to the sub-fractional Brownian motion with
- Estimators for the Drift of Subfractional Brownian Motion
- A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
- Asymptotic behavior of weighted cubic variation of sub-fractional Brownian motion
- Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet
- The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs
- Hermite variation of subfractional Brownian motion
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus
- Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
- Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
- On the convergence to the multiple subfractional Wiener-Itō integral
- An approximation of subfractional Brownian motion
- 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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