Add to ORKGbounds on the non-normal approximation of Hermite power variations of fractional Brownian motio
© 2018 Elsevier B.V. For the fractional Brownian motion BH with the Hurst parameter value H in (0,1∕...
We obtain Cramer-Rao bounds for parameters estimators of fractional Brownian motions. We point out t...
AbstractIn this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove...
Let q ≥ 2 be a positive integer, B be a fractional Brownian motion with Hurst index H ∈ (0, 1), Z be...
12 pagesLet $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
International audienceThe Hermite variations of the anisotropic fractional Brownian sheet enjoy simi...
International audienceWe provide sharp error bounds for the difference between the transition densit...
We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ ...
AbstractWe find an error bound for the pseudospectral approximation of a function in terms of Hermit...
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive no...
In this paper we introduce the notion of fractional martingale as the fractional derivative of order...
The aim of this paper is to find a concrete bound for the error involved when approximating the nth ...
The Accuracy of the Simulation of the fractional Brownian motion in a uniform Metri
© 2018 Elsevier B.V. For the fractional Brownian motion BH with the Hurst parameter value H in (0,1∕...
We obtain Cramer-Rao bounds for parameters estimators of fractional Brownian motions. We point out t...
AbstractIn this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove...
Let q ≥ 2 be a positive integer, B be a fractional Brownian motion with Hurst index H ∈ (0, 1), Z be...
12 pagesLet $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
International audienceThe Hermite variations of the anisotropic fractional Brownian sheet enjoy simi...
International audienceWe provide sharp error bounds for the difference between the transition densit...
We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ ...
AbstractWe find an error bound for the pseudospectral approximation of a function in terms of Hermit...
Discrete variations of the fractional Brownian motion in the presence of outliers and an additive no...
In this paper we introduce the notion of fractional martingale as the fractional derivative of order...
The aim of this paper is to find a concrete bound for the error involved when approximating the nth ...
The Accuracy of the Simulation of the fractional Brownian motion in a uniform Metri
© 2018 Elsevier B.V. For the fractional Brownian motion BH with the Hurst parameter value H in (0,1∕...
We obtain Cramer-Rao bounds for parameters estimators of fractional Brownian motions. We point out t...
AbstractIn this paper, we derive explicit bounds for the Kolmogorov distance in the CLT and we prove...