Proofs of All the Results
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-07875-5_5
Reference16 articles.
1. Aldous, D. J., & Eagleson, G. K. (1978). On mixing and stability of limit theorems. The Annals of Probability, 6(2), 325–331.
2. Berzin, C., & León, J. (2007). Estimating the Hurst parameter. Statistical Inference for Stochastic Processes, 10(1), 49–73.
3. Berzin, C., & León, J. R. (2008). Estimation in models driven by fractional Brownian motion. Annales de l’institut Henri Poincare (B) Probability and Statistics, 44(2), 191–213.
4. Billingsley, P. (1968). Convergence of probability measures. New York: Wiley.
5. Cœurjolly, J.-F. (2001). Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths. Statistical Inference for Stochastic Processes, 4(2), 199–227.
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