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Estimation in models driven by fractional Brownian motion - MaRDI portal

Estimation in models driven by fractional Brownian motion (Q731662)

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English
Estimation in models driven by fractional Brownian motion
scientific article

    Statements

    title
    Estimation in models driven by fractional Brownian motion (English)
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    author
    Corinne Berzin
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    José Rafael León
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    publication date
    8 October 2009
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    zbMATH Keywords
    central limit theorem
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    Gaussian processes
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    Hermite polynomials
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    Identifiers

    DOI
    10.1214/07-AIHP105
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    Mathematics Subject Classification ID
    62M05
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    60F05
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    62M02
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    33C90
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    zbMATH DE Number
    5611436
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    arXiv ID
    0805.3394
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    OpenAlex ID
    W2004682238
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