Random walks and subfractional Brownian motion
Author:
Affiliation:
1. School of Statistics, Shandong University of Finance and Economics, Jinan, China
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2014.889163
Reference17 articles.
1. Weak convergence towards two independent Gaussian processes from a unique Poisson process
2. Sub-fractional Brownian motion and its relation to occupation times
3. The Invariance Principle for Stationary Processes
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1. Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation;Communications in Statistics - Theory and Methods;2021-03-23
2. Donsker type theorem for fractional Poisson process;Statistics & Probability Letters;2019-07
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