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A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion
Ayache, Antoine
;
Bertrand, Pierre
;
Véhel, Jacques
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10005169109
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