A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion
| Year of publication: |
2007
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|---|---|
| Authors: | Ayache, Antoine ; Bertrand, Pierre ; Véhel, Jacques |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 10.2007, 1, p. 1-27
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| Publisher: |
Springer |
| Subject: | step fractional Brownian motion | Hurst index | detection of abrupt changes | random wavelet series | generalized quadratic variation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169109