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Article (Scientific journals)
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Breton, Jean-Christophe
;
NOURDIN, Ivan
2008
•
In
Electronic Communications in Probability, 13
, p. 482-493
Peer Reviewed verified by ORBi
Permalink
https://hdl.handle.net/10993/19282
DOI
10.1214/ECP.v13-1415
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Disciplines :
Mathematics
Author, co-author :
Breton, Jean-Christophe
NOURDIN, Ivan
;
University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Publication date :
2008
Journal title :
Electronic Communications in Probability
eISSN :
1083-589X
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
13
Pages :
482-493
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 23 December 2014
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