We derive the asymptotic behavior of weighted quadratic variations of fractional Brownian motion B with Hurst index H=1/4. This completes the only missing case in a very recent work by I. Nourdin, D. Nualart and C. A. Tudor. Moreover, as an application, we solve a recent conjecture of K. Burdzy and J. Swanson on the asymptotic behavior of the Riemann sums with alternating signs associated to B.ou
In this paper we give a central limit theorem for the weighted quadratic variation process of a two-...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
We consider the drawdown and drawup of a fractional Brownian motion with trend, which corresponds to...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
Abstract: We characterize the asymptotic behaviour of the weighted power variation processes associa...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussia...
We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ ...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the ...
We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usd...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
Abstract Let W = λ B + ν B H ${W}=\lambda B+\nu B^{H}$ be a mixed-fractional Brownian motion with Hu...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
In this paper we give a central limit theorem for the weighted quadratic variation process of a two-...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
We consider the drawdown and drawup of a fractional Brownian motion with trend, which corresponds to...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
Abstract: We characterize the asymptotic behaviour of the weighted power variation processes associa...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussia...
We investigate the small deviation problem for weighted fractional Brownian motions in Lq–norm, 1 ≤ ...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the ...
We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usd...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
Abstract Let W = λ B + ν B H ${W}=\lambda B+\nu B^{H}$ be a mixed-fractional Brownian motion with Hu...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
In this paper we give a central limit theorem for the weighted quadratic variation process of a two-...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
We consider the drawdown and drawup of a fractional Brownian motion with trend, which corresponds to...