Reference : Error bounds on the non-normal approximation of Hermite power variations of fractiona...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19282
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
English
Breton, Jean-Christophe []
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2008
Electronic Communications in Probability
Institute of Mathematical Statistics
13
482-493
Yes
International
1083-589X
Beachwood
OH
http://hdl.handle.net/10993/19282

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