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Weak convergence to a modified fractional Brownian motion - MaRDI portal

Weak convergence to a modified fractional Brownian motion (Q2931598)

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Weak convergence to a modified fractional Brownian motion
scientific article

    Statements

    title
    Weak convergence to a modified fractional Brownian motion (English)
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    author
    Javier Hualde
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    publication date
    26 November 2014
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    zbMATH Keywords
    type II fractional Brownian motion
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    unbalanced cointegration
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    nonlinear least squares
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    Identifiers

    zbMATH DE Number
    6374181
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    OpenAlex ID
    W2095622145
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