Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation

DOI10.1017/s0266466614000048zbMath1314.60087MaRDI QIDQ6486645

Katsuto Tanaka

Publication date: 14 November 2014

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motiondistributions of quadratic functionals

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)

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