Asymptotic behavior of local times related statistics for fractional Brownian motion

Research output: Research - peer-reviewJournal article

  • Mark Podolskij
  • Mathieu Rosenbaum
    Mathieu RosenbaumEcole PolytechniqueFrance
Original languageEnglish
JournalJournal of Financial Econometrics
ISSN1479-8409
StateSubmitted - 2017

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ID: 117882078