This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.The purpose of this paper is to provide a complete description the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter H=1/6
Pre-print; version dated March 2006This paper compares models of fractional processes and associated...
International audience\noindent We study the asymptotic behavior as $n\to \infty$ of the sequence $$...
We consider the persistence probability for the integrated fractional Brownian motion and the fracti...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.The purpo...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
International audienceFirst we state the almost sure convergence for the $k$-power second order incr...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
This is the publisher's version, copyright by the Bernoulli Society for Mathematical Statistics and ...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
Accessible en ligne : http://www.math.washington.edu/~ejpecp/ECP/viewissue.php?id=251International a...
http://www.math.washington.edu/~ejpecp/International audienceWe consider a fractional Brownian motio...
It is well known that, under suitable regularity conditions, the normalized fractional process with ...
Pre-print; version dated March 2006This paper compares models of fractional processes and associated...
International audience\noindent We study the asymptotic behavior as $n\to \infty$ of the sequence $$...
We consider the persistence probability for the integrated fractional Brownian motion and the fracti...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.The purpo...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
The purpose of this paper is to study the convergence in distribution of two subsequences of the sig...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
International audienceFirst we state the almost sure convergence for the $k$-power second order incr...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
This is the publisher's version, copyright by the Bernoulli Society for Mathematical Statistics and ...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
Accessible en ligne : http://www.math.washington.edu/~ejpecp/ECP/viewissue.php?id=251International a...
http://www.math.washington.edu/~ejpecp/International audienceWe consider a fractional Brownian motio...
It is well known that, under suitable regularity conditions, the normalized fractional process with ...
Pre-print; version dated March 2006This paper compares models of fractional processes and associated...
International audience\noindent We study the asymptotic behavior as $n\to \infty$ of the sequence $$...
We consider the persistence probability for the integrated fractional Brownian motion and the fracti...