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Weighted power variations of iterated Brownian motion

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References

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2010Central and non-central limit theorems for weighted power variations of fractional Brownian motion127 cited
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2009Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/464 cited
1994Variation of iterated Brownian motion63 cited
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Cited by

2007Variations and estimators for the selfsimilarity order through Malliavin calculus93 cited
2011Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes39 cited

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2019

First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case

38 cited

2009Milstein’s type schemes for fractional SDEs33 cited