nourdin.reveillac:09:asymptotic

BibTeX Entry:

@article{nourdin.reveillac:09:asymptotic,
  author        = {Nourdin, Ivan and R\'{e}veillac, Anthony},
  doi           = {10.1214/09-AOP473},
  fjournal      = {The Annals of Probability},
  issn          = {0091-1798},
  journal       = {Ann. Probab.},
  mrclass       = {60F05 (60G22 60H05 60H07)},
  mrnumber      = {2573556},
  number        = {6},
  pages         = {2200--2230},
  title         = {Asymptotic behavior of weighted quadratic variations of fractional {B}rownian motion: the critical case {$H=1/4$}},
  url           = {https://doi.org/10.1214/09-AOP473},
  volume        = {37},
  year          = {2009}
}

The URL link to the source

Back to index