nourdin.nualart.ea:10:central¶
BibTeX Entry:
@article{nourdin.nualart.ea:10:central,
author = {Nourdin, Ivan and Nualart, David and Tudor, Ciprian A.},
doi = {10.1214/09-AIHP342},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
issn = {0246-0203},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
mrclass = {60F05 (60G22 60H05 60H07)},
mrnumber = {2744886},
mrreviewer = {Ireneusz Szyszkowski},
number = {4},
pages = {1055--1079},
title = {Central and non-central limit theorems for weighted power variations of fractional {B}rownian motion},
url = {https://doi.org/10.1214/09-AIHP342},
volume = {46},
year = {2010}
}