Article (Scientific journals)
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Nourdin, Ivan; Nualart, David; Tudor, Ciprian
2010In Annales de l'Institut Henri Poincare (B) Probability & Statistics, 46 (4), p. 1055-1079
Peer reviewed
 

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Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Nualart, David
Tudor, Ciprian
Language :
English
Title :
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Publication date :
2010
Journal title :
Annales de l'Institut Henri Poincare (B) Probability & Statistics
ISSN :
0246-0203
Publisher :
Elsevier Science
Volume :
46
Issue :
4
Pages :
1055-1079
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 23 December 2014

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