Limits of bifractional Brownian noises

zbMath1331.60050arXiv0810.4764MaRDI QIDQ2790479

Ciprian A. Tudor, Makoto Maejima

Publication date: 4 March 2016

Full work available at URL: https://arxiv.org/abs/0810.4764

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

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On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)

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