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Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion.
Nenghui Kuang
Huantian Xie
Published in:
Commun. Stat. Simul. Comput. (2017)
Keyphrases
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fractional brownian motion
long range dependence
long range
non stationary
fractal dimension
random fields
financial markets
natural language
feature space
probabilistic model
short term
asymptotically optimal