Back
  1. Home
  3. Asymptotic theory for fractional regression models via Malliavin calculus - 2012
Request a copy
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
Permalink
https://hdl.handle.net/10993/26277
DOI
10.1007/s10959-010-0302-y
 

Files (1)Send toDetailsStatisticsBibliographySimilar publications

Files

Full Text
2012, Solesne Bourguin, Asymptotic Theory for Fractional Regression Models via Malliavin Calculus.pdf
Publisher postprint (884.13 kB)
Request a copy

All documents in ORBilu are protected by a user license.

Send to


Details


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 :
0894-9840
eISSN :
1572-9230
Publisher :
Springer, New York, United States - New York
Volume :
25
Issue :
2
Pages :
536-564
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 25 March 2016

Statistics

Number of views
164 (1 by Unilu)
Number of downloads
0 (0 by Unilu)
More statistics
Scopus citations®
 
2
Scopus citations®
without self-citations
2
OpenCitations
 
3
OpenAlex citations
 
4
WoS citations™
 
2

Bibliography

Similar publications


Contact ORBilu