Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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Publication:459482
DOI10.1016/j.jkss.2011.08.002zbMath1296.60143MaRDI QIDQ459482
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
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60H07: Stochastic calculus of variations and the Malliavin calculus
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