| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144843 | Journal of the Korean Statistical Society | 2012 | 11 Pages |
Abstract
The present note is devoted to prove, by means of Malliavin calculus, the convergence in L2L2 of some properly renormalized weighted quadratic variation of sub-fractional Brownian motion SHSH with parameter H<14.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Junfeng Liu, Litan Yan,