\(\Phi \)-variation of a bifractional Brownian motion
type: Item
instance of: scholarly article
title: \(\Phi \)-variation of a bifractional Brownian motion
zbMATH Open document ID: 1177.60039
published in: Lithuanian Mathematical Journal
publication date: 2009-10-27T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 5621760
zbMATH Keywords: Gaussian processes
zbMATH Keywords: sample paths
zbMATH Keywords: \(p\)-variation
author: Rimas Norvaiša
MaRDI profile type: Publication
full work available at URL: s10986-008-9021-9
OpenAlex ID: W1994062412
cites work: Sample functions of the Gaussian process
cites work: Uniform Central Limit Theorems
cites work: Q4811459
cites work: Q3687398
cites work: Oscillation of sample functions in stationary Gaussian processes
cites work: Q4301585
cites work: Exact asymptotic estimates of Brownian path variation
DOI: 10.1007/S10986-008-9021-9
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description: scientific article; zbMATH DE number 5621760