A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion

Author： Ayache Antoine   Bertrand Pierre   Véhel Jacques  

Publisher： Springer Publishing Company

ISSN： 1387-0874

Source： Statistical Inference for Stochastic Processes, Vol.10, Iss.1, 2007-01, pp. : 1-27

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