Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion

DOI10.1016/J.SPL.2023.110020zbMATH Open1537.60047MaRDI QIDQ6540877

Jixia Wang, Lu Sun, Yu Miao

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculustempered fractional Brownian motionweighted quadratic variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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