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Convergence in Fractional Models and Applications

   
@article{EJP172,
	author = {Corinne Berzin and José León},
	title = {Convergence in Fractional Models and Applications},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {10},
	year = {2005},
	keywords = {Level crossings; fractional Brownian motion; limit theorem; local time; rate of convergence},
	abstract = {We consider a fractional Brownian motion with Hurst parameter strictly between 0 and 1.  We are interested in the asymptotic behaviour of functionals of the increments of this and related processes and we propose several probabilistic and statistical applications.},
	pages = {no. 10, 326-370},
	issn = {1083-6489},
	doi = {10.1214/EJP.v10-172},    
        url = {http://ejp.ejpecp.org/article/view/172}}