Convergence of certain functionals of integral fractional processes
type: Item
instance of: scholarly article
title: Convergence of certain functionals of integral fractional processes
zbMATH Open document ID: 1186.60033
author: José Manuel Corcuera
author: David Nualart
author: Jeannette Woerner
published in: Journal of Theoretical Probability
publication date: 2010-01-04T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 5652325
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: stable convergence
MaRDI profile type: Publication
full work available at URL: s10959-008-0158-6
OpenAlex ID: W2073254121
cites work: Q5560061
cites work: Power variation of some integral fractional processes
cites work: CLT and other limit theorems for functionals of Gaussian processes
cites work: Estimating the diffusion coefficient for diffusions driven by fBm
cites work: Stable Convergence of Certain Functionals of Diffusions Driven by fBm
cites work: Weak convergence to fractional brownian motion and to the rosenblatt process
cites work: Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
cites work: An inequality of the Hölder type, connected with Stieltjes integration
DOI: 10.1007/S10959-008-0158-6
description: scientific article; zbMATH DE number 5652325