| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156539 | Stochastic Processes and their Applications | 2014 | 25 Pages |
Abstract
We prove a central limit theorem for functionals of two independent dd-dimensional fractional Brownian motions with the same Hurst index HH in (2d+2,2d) using the method of moments.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
David Nualart, Fangjun Xu,