| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4663758 | Acta Mathematica Scientia | 2013 | 12 Pages |
Abstract
In this paper, we consider the power variation of subfractional Brownian motion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
