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. 
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/
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