Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 3, pp. 507-529
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@article{TVP_2010_55_3_a5,
author = {Kh. Es-Sebaiy and C. A. Tudor},
title = {Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {507--529},
publisher = {mathdoc},
volume = {55},
number = {3},
year = {2010},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a5/}
}
TY - JOUR AU - Kh. Es-Sebaiy AU - C. A. Tudor TI - Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2010 SP - 507 EP - 529 VL - 55 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a5/ LA - en ID - TVP_2010_55_3_a5 ER -
%0 Journal Article %A Kh. Es-Sebaiy %A C. A. Tudor %T Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes %J Teoriâ veroâtnostej i ee primeneniâ %D 2010 %P 507-529 %V 55 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a5/ %G en %F TVP_2010_55_3_a5
Kh. Es-Sebaiy; C. A. Tudor. Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 3, pp. 507-529. http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a5/