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Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
Breton, Jean-Christophe, Nourdin, IvanVolume:
13
Year:
2008
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ecp.v13-1415
File:
PDF, 178 KB
english, 2008