Convergence in fractional models and applications

DOI10.1214/EJP.v10-172zbMath1070.60022MaRDI QIDQ1767559

José Rafael León, Corinne Berzin

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/125065

zbMATH Keywords

rate of convergencefractional Brownian motionlimit theoremlocal timeLevel crossings

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18)

Related Items (3)

On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion ⋮ Estimation of the volatility persistence in a discretely observed diffusion model ⋮ Estimation in models driven by fractional Brownian motion

This page was built for publication: Convergence in fractional models and applications