Integrated functionals of normal and fractional processes

DOI10.1214/08-AAP531zbMath1170.60015arXiv0902.4784OpenAlexW1994641585MaRDI QIDQ1009478

Ngai Hang Chan, Boris Buchmann

Publication date: 2 April 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.4784

zbMATH Keywords

fractional Brownian motionBrownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) ⋮ The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments ⋮ Central limit theorems for nearly long range dependent subordinated linear processes ⋮ Quantitative Breuer-Major theorems ⋮ Functional limit theorems for power series with rapid decay of moving averages of Hermite processes ⋮ Asymptotic theory for the detection of mixing in anomalous diffusion ⋮ Functional limit theorems for the fractional Ornstein-Uhlenbeck process

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