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Fractional Brownian sheet
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Pakkanen, Mikko S.
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Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
School of Economics and Management, University of Aarhus
-
2014
result is an
Hermite
sheet
, which is driven by the same white noise as the original fBs. As an application, we derive …
Persistent link: https://www.econbiz.de/10010851193
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