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Power variation of some integral fractional processes

dc.contributor.authorCorcuera Valverde, José Manuelcat
dc.contributor.authorNualart, David, 1951-cat
dc.contributor.authorWoerner, Jeannette H.C.cat
dc.date.accessioned2012-04-10T10:48:50Z
dc.date.available2012-04-10T10:48:50Z
dc.date.issued2006
dc.description.abstractWe consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usdBHs, where BH is a fractional Brownian motion with Hurst parameter H E(0,1), and u is a process with finite q-variation, q<1/(1¿H). We establish the stable convergence of the corresponding fluctuations. These results provide new statistical tools to study and detect the long-memory effect and the Hurst parameter.eng
dc.format.extent23 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec561599
dc.identifier.issn1350-7265
dc.identifier.urihttps://hdl.handle.net/2445/23404
dc.language.isoengeng
dc.publisherBernoulli Society for Mathematical Statistics and Probability
dc.relation.isformatofReproducció del document publicat a: http://dx.doi.org/10.3150/bj/1155735933
dc.relation.ispartofBernoulli, 2006, vol. 12, núm. 4, p. 713-735
dc.relation.urihttp://dx.doi.org/10.3150/bj/1155735933
dc.rights(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)
dc.subject.classificationTeorema del límit centralcat
dc.subject.classificationProcessos de moviment browniàcat
dc.subject.classificationAnàlisi estocàsticacat
dc.subject.otherCentral limit theoremeng
dc.subject.otherBrownian motion processeseng
dc.subject.otherStochastic analysiseng
dc.titlePower variation of some integral fractional processeseng
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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