POWER VARIATION OF SUBFRACTIONAL BROWNIAN MOTION AND APPLICATION

被引：0
|
作者：
申广君 [1 ]
闫理坦 [2 ]
刘俊峰 [3 ]
机构：
[1] Department of Mathematics, Anhui Normal University
[2] Department of Mathematics, Donghua University
[3] School of Mathematics and Statistics, Nanjing Audit University
来源：
Acta Mathematica Scientia | 2013年 / 33卷 / 04期
基金：
中国国家自然科学基金;
关键词：
subfractional Brownian motion; power variation; strongly consistent;
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper,we consider the power variation of subfractional Brownian motion.As an application,we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.
引用
收藏
页码：901 / 912
页数：12
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