Reference : Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: t...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19283
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4
English
Nourdin, Ivan mailto [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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