A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (Q325908)
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scientific article; zbMATH DE number 6637274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A first-order limit law for functionals of two independent fractional Brownian motions in the critical case |
scientific article; zbMATH DE number 6637274 |
Statements
A first-order limit law for functionals of two independent fractional Brownian motions in the critical case (English)
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11 October 2016
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limit theorem
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functionals
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fractional Brownian motion
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method of moments
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short range dependence
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