Limit theorems related to the integral functionals of one dimensional fractional Brownian motion

DOI10.1080/03610926.2019.1622727OpenAlexW2949941966WikidataQ127672040 ScholiaQ127672040MaRDI QIDQ5078074

Xianye Yu, Mingbo Zhang

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1622727

zbMATH Keywords

fractional Brownian motionlimit theoremsoccupation time formulae

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Statistics (62-XX)

Cites Work

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• On Occupation Times for Markoff Processes
• The Malliavin Calculus and Related Topics
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Ergodic Property of the Brownian Motion Process
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