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