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Central Limit Theorem of the Cross Variation Related to Fractional Brownian Sheet
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 Title & Authors
Central Limit Theorem of the Cross Variation Related to Fractional Brownian Sheet
Kim, Yoon-Tae;
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 Abstract
By using Malliavin calculus, we study a central limit theorem of the cross variation related to fractional Brownian sheet with Hurst parameter H
 Keywords
Malliavin calculus;fractional Brownian sheet;central limit theorem;cross variation;multiple stochastic integral;
 Language
English
 Cited by
1.
Asymptotic Behavior of the Weighted Cross-Variation of a Fractional Brownian Sheet,;

Communications for Statistical Applications and Methods, 2012. vol.19. 3, pp.303-313 crossref(new window)
1.
Asymptotic Behavior of the Weighted Cross-Variation of a Fractional Brownian Sheet, Communications for Statistical Applications and Methods, 2012, 19, 3, 303  crossref(new windwow)
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