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Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion

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References

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Cited by

2007Variations and estimators for the selfsimilarity order through Malliavin calculus93 cited
2009Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/464 cited
2019A note on parameter estimation for discretely sampled SPDEs50 cited
2010

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Central limit theorems for multiple Skorohod integrals

43 cited

2008Weighted power variations of iterated Brownian motion41 cited

2019First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case38 cited

2014Asymptotic behavior of mixed power variations and statistical estimation in mixed models32 cited

2012The rate of convergence of Hurst index estimate for the stochastic differential equation28 cited

2015Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)27 cited

2008Integration with Respect to Fractional Local Time with Hurst Index 1/2 < H < 127 cited

2016Quantitative stable limit theorems on the Wiener space25 cited

2011Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion22 cited

2009Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets20 cited