Power variation of subfractional Brownian motion and application

DOI10.1016/S0252-9602(13)60049-1zbMath1299.60095MaRDI QIDQ2016792

Guang Jun Shen, Litan Yan, Jun-Feng Liu

Publication date: 30 June 2014

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

power variationsubfractional Brownian motionstrongly consistent

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10)

Related Items (3)

Least squares estimation for the drift parameters in the sub-fractional Vasicek processes ⋮ A limit law for functionals of multiple independent fractional Brownian motions ⋮ Chung's law of the iterated logarithm for subfractional Brownian motion

This page was built for publication: Power variation of subfractional Brownian motion and application