Pages that link to "Item:Q2392829"
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The following pages link to Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion (Q2392829):
Displaying 5 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)
- Optimization of joint \(p\)-variations of Brownian semimartingales (Q457782) (← links)
- Spectral characterization of the optimal quadratic variation process (Q1343601) (← links)
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion (Q2194056) (← links)