Geodesic
Limit theorems for one statistic of FBM in the model of real observations
Teoriâ slučajnyh processov, Tome 24 (2019) no. 1, pp. 1-5

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In this article the central limit theorem as Hurst index $H\in\left(0,\frac{3}{4}\right]$ and the non-central limit theorem as Hurst index $H\in\left(\frac{3}{4},1\right)$ for statistics of fraction Brownian motion in the model of real observations are obtained.
Keywords: Fractional Brownian motion, weak convergency, central limit theorem, Hurst parameter. 
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     author = {N. S. Aiubava},
     title = {Limit theorems for one statistic of {FBM} in the model of real observations},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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     publisher = {mathdoc},
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     url = {http://geodesic.mathdoc.fr/item/THSP_2019_24_1_a0/}
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N. S. Aiubava. Limit theorems for one statistic of FBM in the model of real observations. Teoriâ slučajnyh processov, Tome 24 (2019) no. 1, pp. 1-5. http://geodesic.mathdoc.fr/item/THSP_2019_24_1_a0/