Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

Reference : Multivariate central limit theorems for averages of fractional Volterra processes and...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/20401

Title :	Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Nualart, David []
	Zintout, Rola []
Publication date :	2015
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/20401

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Open access	fractional-CAR.pdf		Author preprint	284.89 kB	View/Open

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