Distributions of Quadratic Functionals of the Fractional Brownian Motion Based on a Martingale Approximation

Katsuto Tanaka and 勝人 田中

No 2011-06, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Pages: 34 pages
Date: 2011-06
New Economics Papers: this item is included in nep-ecm and nep-ets
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