Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
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Publication:3368564
DOI10.1080/17442500500409460zbMath1082.60014OpenAlexW2047673419MaRDI QIDQ3368564
Emanuele Taufer, Nikolai N. Leonenko
Publication date: 31 January 2006
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500500409460
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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