Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4

Reference : Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: t...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19283

Title :	Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Réveillac, Anthony []
Publication date :	2009
Journal title :	Annals of Probability
Publisher :	Institute of Mathematical Statistics
Volume :	37
Issue/season :	6
Pages :	2200-2230
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0091-1798
e-ISSN :	2168-894X
City :	Beachwood
Country :	OH
Permalink :	http://hdl.handle.net/10993/19283

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