Random walks and subfractional Brownian motion

Hongshuai Dai

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 10, 2834-2841

Abstract: In this paper we show an approximation in law to the subfractional Brownian motion with H>12$H>\frac{1}{2}$ in the Skorohod topology. The construction of these approximations is based on random walks.

Date: 2016
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DOI: 10.1080/03610926.2014.889163

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