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Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion.
- Source :
- Journal of the Korean Statistical Society; Jun2012, Vol. 41 Issue 2, p177-187, 11p
- Publication Year :
- 2012
-
Abstract
- Abstract: The present note is devoted to prove, by means of Malliavin calculus, the convergence in of some properly renormalized weighted quadratic variation of sub-fractional Brownian motion with parameter . [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 12263192
- Volume :
- 41
- Issue :
- 2
- Database :
- Supplemental Index
- Journal :
- Journal of the Korean Statistical Society
- Publication Type :
- Academic Journal
- Accession number :
- 73969771
- Full Text :
- https://doi.org/10.1016/j.jkss.2011.08.002