Reference : Asymptotic behavior of certain weighted quadratic and cubic variations of fractional ...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19287
Asymptotic behavior of certain weighted quadratic and cubic variations of fractional Brownian motion
English
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2008
Annals of Probability
Institute of Mathematical Statistics
36
6
2159-2175
Yes (verified by ORBilu)
International
0091-1798
2168-894X
Beachwood
OH
http://hdl.handle.net/10993/19287

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