Reference : Central and non-central limit theorems for weighted power variations of fractional Br...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19285
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
English
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Nualart, David []
Tudor, Ciprian []
2010
Annales de l'Institut Henri Poincare (B) Probability & Statistics
Elsevier Science
46
4
1055-1079
Yes (verified by ORBilu)
International
0246-0203
http://hdl.handle.net/10993/19285

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