Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.
Breton, Jean-Christophe ; Nourdin, Ivan
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 482-493 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:231293 
@article{05636428,
     title = {Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {482-493},
     zbl = {1189.60084},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636428}
}

Breton, Jean-Christophe; Nourdin, Ivan. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 482-493. http://gdmltest.u-ga.fr/item/05636428/