Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
type: Item
instance of: scholarly article
title: Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion
zbMATH Open document ID: 1235.62119
DOI: 10.1155/2012/804942
author: Litan Yan
author: Zhihang Peng
author: Deqing Wang
author: Junfeng Liu
published in: Abstract and Applied Analysis
publication date: 2012-04-03T00:00:00Z
review text: Summary: We first present two convergence results for the second-order quadratic variations of asubfractional Brownian motion: the first is a deterministic asymptotic expansion; the second is a central limit theorem. Next we combine these results and concentration inequalities to build confidence intervals for the self-similarity parameter associated with one-dimensional subfractional Brownian motions.
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 6020999
zbMATH Keywords: convergence
Wikidata QID: Q58696834
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/804942
OpenAlex ID: W1964348843
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description: scientific article; zbMATH DE number 6020999