Reference : Asymptotic theory for fractional regression models via Malliavin calculus
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/26277
Asymptotic theory for fractional regression models via Malliavin calculus
English
Bourguin, Solesne [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Tudor, C.A. []
Jun-2012
Journal of Theoretical Probability
Springer
25
2
536-564
Yes (verified by ORBilu)
0894-9840
1572-9230
New York
NY
[en] Limit theorems ; Fractional Brownian motion ; Multiple stochastic integral ; Malliavin calculus ; Regression model ; Weak convergence
http://hdl.handle.net/10993/26277
10.1007/s10959-010-0302-y

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