| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154437 | Statistics & Probability Letters | 2009 | 10 Pages |
Abstract
We study discrete-time approximations of integrals â«0â
XsdBsH with respect to fractional Brownian motion BH, where the integrand X is a process with finite integral q-variation. In particular, we discuss schemes based on an integral representation of BH given by Decreusefond & Ãstünel and Norros, Valkeila & Virtamo.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Leszek SÅomiÅski, Bartosz Ziemkiewicz,