Central and non-central limit theorems for weighted power variations of fractional Brownian motion

Reference : Central and non-central limit theorems for weighted power variations of fractional Br...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19285

Title :	Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Nualart, David []
	Tudor, Ciprian []
Publication date :	2010
Journal title :	Annales de l'Institut Henri Poincare (B) Probability & Statistics
Publisher :	Elsevier Science
Volume :	46
Issue/season :	4
Pages :	1055-1079
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0246-0203
Permalink :	http://hdl.handle.net/10993/19285

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Open access	0710.5639v3.pdf		Publisher postprint	368.85 kB	View/Open

All documents in ORBi^lu are protected by a user license.