Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
type: Item
instance of: scholarly article
title: Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
zbMATH Open document ID: 1374.60066
author: Xichao Sun
author: Litan Yan
published in: Journal of Statistical Planning and Inference
publication date: 2017-11-17T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 6808153
zbMATH Keywords: weighted-fractional Brownian motion
zbMATH Keywords: central limit theorem
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: parameter estimation
zbMATH Keywords: asymptotic normality
zbMATH Keywords: generalized quadratic variation
MaRDI profile type: Publication
full work available at URL: j.jspi.2017.07.001
OpenAlex ID: W2738245352
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DOI: 10.1016/J.JSPI.2017.07.001
description: scientific article; zbMATH DE number 6808153