Abstract
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.
Citation
Corinne Berzin. José León. "Convergence in Fractional Models and Applications." Electron. J. Probab. 10 326 - 370, 2005. https://doi.org/10.1214/EJP.v10-172
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