Quadratic variations of spherical fractional Brownian motions

Jacques Istas

Stochastic Processes and their Applications, 2007, vol. 117, issue 4, 476-486

Abstract: We prove the convergence and the asymptotic normality of the quadratic variations of the spherical fractional Brownian motion.

Keywords: Quadratic; variations; Spherical; fractional; Brownian; motion (search for similar items in EconPapers)
Date: 2007
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