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math.PR2015
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Ivan Nourdin, David Nualart, Rola Zintout
The purpose of this paper is to establish the multivariate normal convergence for the average of certain Volterra processes constructed from a fractional Brownian motion with Hurst…
math.PR2013★ 3 cited
Cross-variation of Young integral with respect to long-memory fractional Brownian motions
Ivan Nourdin, Rola Zintout
We study the asymptotic behaviour of the cross-variation of two-dimensional processes having the form of a Young integral with respect to a fractional Brownian motion of index $H \…