Asymptotic theory for fractional regression models via Malliavin calculus

Bourguin, Solesne; Tudor, C.A.

doi:10.1007/s10959-010-0302-y

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Article (Scientific journals)

Asymptotic theory for fractional regression models via Malliavin calculus

Bourguin, Solesne; Tudor, C.A.

2012 • In Journal of Theoretical Probability, 25 (2), p. 536-564

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/26277

DOI
10.1007/s10959-010-0302-y

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Keywords :

Limit theorems; Fractional Brownian motion; Multiple stochastic integral; Malliavin calculus; Regression model; Weak convergence

Disciplines :

Mathematics

Author, co-author :

Bourguin, Solesne ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Tudor, C.A.

External co-authors :

yes

Language :

English

Title :

Asymptotic theory for fractional regression models via Malliavin calculus

Publication date :

June 2012

Journal title :

Journal of Theoretical Probability

ISSN :

1572-9230

Publisher :

Springer, New York, United States - New York

Volume :

Issue :

Pages :

536-564

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 25 March 2016

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