Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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5. Belfadli, R., 2010. Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion. In: Annales Mathématiques Blaise Pascal, Vol. 17, No. 1. pp. 165–181.
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