DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION
Year of publication: |
2014
|
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Authors: | Tanaka, Katsuto |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 30.2014, 05, p. 1078-1109
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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