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Quadratic variations of spherical fractional Brownian motions

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  • Istas, Jacques

Abstract

We prove the convergence and the asymptotic normality of the quadratic variations of the spherical fractional Brownian motion.

Suggested Citation

  • Istas, Jacques, 2007. "Quadratic variations of spherical fractional Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 117(4), pages 476-486, April.
    • Handle: RePEc:eee:spapps:v:117:y:2007:i:4:p:476-486
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    References listed on IDEAS

    as
    1. Benassi, Albert & Cohen, Serge & Istas, Jacques, 1998. "Identifying the multifractional function of a Gaussian process," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 337-345, August.
    2. Adler, Robert J. & Pyke, Ron, 1993. "Uniform quadratic variation for Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 48(2), pages 191-209, November.
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    Cited by:

    1. Lan, Xiaohong & Xiao, Yimin, 2018. "Strong local nondeterminism of spherical fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 44-50.

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