Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (Q2519679)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion |
scientific article |
Statements
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (English)
0 references
27 January 2009
0 references
fractional Brownian motion
0 references
Breuer and Major theorem
0 references
weighted quadratic variation
0 references
weighted cubic variation
0 references
exact rate of convergence
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
