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Reference : Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: t... |
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| | Scientific journals : Article | |
| | Physical, chemical, mathematical & earth Sciences : Mathematics
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| | http://hdl.handle.net/10993/19283 | |
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| Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4 |
| English |
| Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >] |
| Réveillac, Anthony [] |
| 2009 |
| Annals of Probability |
| Institute of Mathematical Statistics |
| 37 |
| 6 |
| 2200-2230 |
| Yes (verified by ORBilu) |
| International |
| 0091-1798 |
| 2168-894X |
| Beachwood |
| OH |
| http://hdl.handle.net/10993/19283 |
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