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Article Dans Une Revue Stochastic Processes and their Applications Année : 2007

Quadratic Variations of Spherical Fractional Brownian Motions

Résumé

We prove the convergence and the asymptotic normality of the quadratic variations of the spherical fractional Brownian motion.

Dates et versions

hal-00171453 , version 1 (12-09-2007)

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Citer

Jacques Istas. Quadratic Variations of Spherical Fractional Brownian Motions. Stochastic Processes and their Applications, 2007, 117 (4), pp.476-486. ⟨10.1016/j.spa.2006.07.005⟩. ⟨hal-00171453⟩
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