Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756)
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scientific article; zbMATH DE number 6652913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model |
scientific article; zbMATH DE number 6652913 |
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Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (English)
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15 November 2016
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mixed Brownian-fractional Brownian model
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randomized periodogram estimator
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asymptotic normality
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central limit theorem
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multiple Wiener integrals
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Malliavin calculus
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quadratic variation
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