Limit theorems for a class of integral functionals driven by fractional Brownian motion

Xiaoyu Xia and Litan Yan

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 3, 583-601

Abstract: Let WH={WtH,0≤t≤1} be a fractional Brownian motion with Hurst index 0

Date: 2023
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DOI: 10.1080/03610926.2021.1917616

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