Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
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Publication:459482
DOI10.1016/j.jkss.2011.08.002zbMath1296.60143OpenAlexW2061447969MaRDI QIDQ459482
Publication date: 13 October 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2011.08.002
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
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