Pages that link to "Item:Q2194056"
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The following pages link to Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056):
Displaying 12 items.
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Martingale expansion in mixed normal limit (Q1940237) (← links)
- Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
- Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Asymptotic expansion of an estimator for the Hurst coefficient (Q6155087) (← links)
- Order estimate of functionals related to fractional Brownian motion (Q6157010) (← links)
- Asymptotic expansion of the quadratic variation of fractional stochastic differential equation (Q6596203) (← links)
