Article (Scientific journals)
Asymptotic behavior of certain weighted quadratic and cubic variations of fractional Brownian motion
Nourdin, Ivan
2008In Annals of Probability, 36 (6), p. 2159-2175
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Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Asymptotic behavior of certain weighted quadratic and cubic variations of fractional Brownian motion
Publication date :
2008
Journal title :
Annals of Probability
ISSN :
2168-894X
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
36
Issue :
6
Pages :
2159-2175
Peer reviewed :
Peer Reviewed verified by ORBi
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since 23 December 2014

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