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Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion.

Nenghui KuangHuantian Xie
Published in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
  • 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