Remarks on Confidence Intervals for Self-Similarity Parameter of a Subfractional Brownian Motion
We first present two convergence results about the second-order quadratic variations of the subfractional Brownian motion: the first is a deterministic asymptotic expansion; the second is a central limit theorem. Next we combine these results and concentration inequalities to build confidence interv...
-д хадгалсан:
| Үндсэн зохиолчид: | , , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Wiley
2012-01-01
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| Цуврал: | Abstract and Applied Analysis |
| Онлайн хандалт: | http://dx.doi.org/10.1155/2012/804942 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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