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

Nourdin, Ivan; Réveillac, Anthony

doi:10.1214/09-AOP473

Download

Article (Scientific journals)

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

Nourdin, Ivan; Réveillac, Anthony

2009 • In Annals of Probability, 37 (6), p. 2200-2230

Peer Reviewed verified by ORBi

Permalink
https://hdl.handle.net/10993/19283

DOI
10.1214/09-AOP473

Files (1)Send to Details Statistics Bibliography Similar publications

Files

Full Text

onefourth.pdf

Publisher postprint (275.6 kB)

Download

All documents in ORBilu are protected by a user license.

Send to

RIS BibTex APA Chicago Permalink X Linkedin

Details

Disciplines :

Mathematics

Author, co-author :

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Réveillac, Anthony

Language :

English

Title :

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

Publication date :

2009

Journal title :

Annals of Probability

ISSN :

2168-894X

Publisher :

Institute of Mathematical Statistics, Beachwood, United States - Ohio

Volume :

Issue :

Pages :

2200-2230

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 23 December 2014

Statistics

Number of views

54 (1 by Unilu)

Number of downloads

91 (0 by Unilu)

More statistics

Scopus citations^®

Scopus citations^®
without self-citations

WoS citations^™