Functional limit theorems for generalized variations of the fractional Brownian sheet
Year of publication: |
2014-04-23
|
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Authors: | Pakkanen, Mikko S. ; Réveillac, Anthony |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Fractional Brownian sheet | central limit theorem | non-central limit theorem | Hermite sheet | power variation | Malliavin calculus |
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