Corcuera Valverde, José ManuelNualart, David, 1951-Woerner, Jeannette H.C.2012-04-102012-04-1020061350-7265https://hdl.handle.net/2445/23404We 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.23 p.application/pdfeng(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2006Teorema del límit centralProcessos de moviment browniàAnàlisi estocàsticaCentral limit theoremBrownian motion processesStochastic analysisinfo:eu-repo/semantics/article561599info:eu-repo/semantics/openAccess