Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion

DOI10.1080/03610918.2014.957849zbMath1357.60058OpenAlexW2333971466MaRDI QIDQ2965567

Nenghui Kuang, Huantian Xie

Publication date: 3 March 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.957849

zbMATH Keywords

Malliavin calculussub-fractional Brownian motionweighted cubic variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

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