Power Variation of Subfractional Brownian Motion and Application
Author:
Publisher
Elsevier BV
Subject
General Physics and Astronomy,General Mathematics
Reference29 articles.
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1. A Limit Law for Functionals of Multiple Independent Fractional Brownian Motions;Acta Mathematica Scientia;2020-05
2. Least squares estimation for the drift parameters in the sub-fractional Vasicek processes;Journal of Statistical Planning and Inference;2018-12
3. Chung’s law of the iterated logarithm for subfractional Brownian motion;Acta Mathematica Sinica, English Series;2016-12-30
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