Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion

DOI10.1016/j.jkss.2011.08.002zbMath1296.60143OpenAlexW2061447969MaRDI QIDQ459482

Litan Yan, Jun-Feng Liu

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

zbMATH Keywords

Malliavin calculussubfractional Brownian motionweighted quadratic 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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