Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

Reference : Error bounds on the non-normal approximation of Hermite power variations of fractiona...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19282

Title :	Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Language :	English
Author, co-author :	Breton, Jean-Christophe []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2008
Journal title :	Electronic Communications in Probability
Publisher :	Institute of Mathematical Statistics
Volume :	13
Pages :	482-493
Peer reviewed :	Yes
Audience :	International
e-ISSN :	1083-589X
City :	Beachwood
Country :	OH
Permalink :	http://hdl.handle.net/10993/19282

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