A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion

DOI10.1007/s11203-005-0532-2zbMath1115.60024MaRDI QIDQ882907

Jacques Lévy-Véhel, Antoine Ayache, Pierre R. Bertrand

Publication date: 24 May 2007

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-005-0532-2

zbMATH Keywords

Hurst index; generalized quadratic variation; detection of abrupt changes; random wavelet series; step fractional Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

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