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1.
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Convergence in Fractional Models and Applications
Berzin, Corinne; LabSad, Université Pierre Mendès-France - León, José Rafael; Universidad Central de Venezuelz
| Formato: |
Peer-reviewed Article, |
| Enlaces: |
 
We consider a fractional Brownian motion with Hurst parameter strictly between 0 and 1. We are interested in the asymptotic behaviour of functionals of the increments of this and related processes and we propose several probabilistic and statistical applications.
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| Fecha: |
2005-01-01 |
| Recurso: |
Electronic journal of probability |
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