| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144708 | Journal of the Korean Statistical Society | 2015 | 9 Pages |
Abstract
By using the techniques of Malliavin calculus, we investigate the asymptotic behavior of the weighted cross-variation of fractional Brownian sheet with the case when Hurst parameter H=(H1,H2)H=(H1,H2) belongs to (0,1/2)×(1/2,1)(0,1/2)×(1/2,1) or (1/2,1)×(0,1/2)(1/2,1)×(0,1/2).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoon Tae Kim,