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 ![]() | |
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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