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  • POWER VARIATION OF SUBFRACT...
    申广君 闫理坦 刘俊峰

    Acta mathematica scientia, 07/2013, Letnik: 33, Številka: 4
    Journal Article

    In this paper, we consider the power variation of subfractional Brownian mo- tion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.