Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion | |
Kuang, Nenghui; Xie, Huantian | |
刊名 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
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2017 | |
卷号 | Vol.46 No.1页码:215-229 |
关键词 | Malliavin calculus Sub-fractional Brownian motion Weighted cubic variation |
ISSN号 | 0361-0918;1532-4141 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6047500 |
专题 | 湖南大学 |
作者单位 | 1.School of Mathematics and Computing Science, Hunan University of Science and Technology, Xiangtan, Hunan, China 2.School of Science, Linyi University, Linyi 3.Shandong, China |
推荐引用方式 GB/T 7714 | Kuang, Nenghui,Xie, Huantian. Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2017,Vol.46 No.1:215-229. |
APA | Kuang, Nenghui,&Xie, Huantian.(2017).Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,Vol.46 No.1,215-229. |
MLA | Kuang, Nenghui,et al."Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION Vol.46 No.1(2017):215-229. |
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