Copertina

Local Asymptotic Normality for Mixed Fractional Brownian Motion Under High-Frequency Observation

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Cai, Chunhao, Shang, Yiwu
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Local Asymptotic Normality for Mixed Fractional Brownian Motion with $0<H<3/4$
di: Cai, Chunhao
Pubblicazione: (2025)

LAN Property for the Drift and Hurst Paramters in The Mixed Fractional O-U Process with Continuous Observations
di: Cai, Chunhao, et al.
Pubblicazione: (2025)

Boundary Inference for Mixed Fractional Models under High-Frequency Observation Critical LAN and Score Tests at $H=3/4$
di: Cai, Chunhao, et al.
Pubblicazione: (2026)

Asymptotic Properties of the Derivative of Self-Intersection Local Time of Multidimensional Fractional Brownian Motion
di: Gu, Jiazhen, et al.
Pubblicazione: (2025)

Maximum Principle for Control System driven by Mixed Fractional Brownian Motion
di: Li, Yuhang, et al.
Pubblicazione: (2023)

Fractional Brownian Motion with Negative Hurst Exponent
di: Meerson, Baruch, et al.
Pubblicazione: (2025)

Persistence Probability of Fractional Brownian Motion with Random Hurst Exponent
di: Aurzada, Frank, et al.
Pubblicazione: (2026)

Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$
di: Cai, Chunhao
Pubblicazione: (2026)

Hitting Probabilities for Hypoelliptic Differential Equations Driven by Fractional Brownian Motion
di: Geng, Xi, et al.
Pubblicazione: (2025)

Parameter estimation for fractional autoregressive process with seasonal structure
di: Cai, Chunhao, et al.
Pubblicazione: (2025)

Parameter estimation for fractional autoregressive process with periodic structure
di: Cai, Chunhao, et al.
Pubblicazione: (2025)

Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
di: Monir, Chadad
Pubblicazione: (2024)

Geometric Rough Paths above Mixed Fractional Brownian Motion
di: Lechiheb, Atef
Pubblicazione: (2025)

RNN-BSDE method for high-dimensional fractional backward stochastic differential equations with Wick-Itô integrals
di: Cai, Chunhao, et al.
Pubblicazione: (2024)

A mixed fractional CIR model: positivity and an implicit Euler scheme
di: Zhang, Cong, et al.
Pubblicazione: (2025)

Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation
di: Cai, Chunhao, et al.
Pubblicazione: (2026)

On Approximate Representation of Fractional Brownian Motion
di: Rybakov, Konstantin A.
Pubblicazione: (2025)

Asymptotic Product-form Steady-state Distribution for Semimartingale Reflecting Brownian Motion in Multi-scaling Regime
di: Guang, Jin, et al.
Pubblicazione: (2025)

Spectral Representation and Simulation of Fractional Brownian Motion
di: Rybakov, Konstantin A.
Pubblicazione: (2024)

Fractional Ito Calculus for Randomly Scaled Fractional Brownian Motion and its Applications to Evolution Equations
di: Butko, Yana A., et al.
Pubblicazione: (2024)

Fractional Boundary Value Problems and Elastic Sticky Brownian Motions, I: The half line
di: D'Ovidio, Mirko
Pubblicazione: (2024)

Critical Drift for Brownian Bees and a Reflected Brownian Motion Invariance Principle
di: Mercer, Jacob
Pubblicazione: (2024)

Wasserstein Asymptotics for Brownian Motion on the Flat Torus and Brownian Interlacements
di: Mariani, Mauro, et al.
Pubblicazione: (2023)

Parameter Estimation for Complex α-Fractional Brownian Bridge
di: Chen, Yong, et al.
Pubblicazione: (2026)

Asymptotic Normality of Centroids of Random Polygons
di: Neuschel, Thorsten
Pubblicazione: (2024)

Asymptotic behaviors of subcritical branching killed Brownian motion with drift
di: Hou, Haojie, et al.
Pubblicazione: (2024)

Almost Periodic and Periodic Solutions of Differential Equations Driven by the Fractional Brownian Motion with Statistical Application
di: Marie, Nicolas, et al.
Pubblicazione: (2020)

Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
di: Dębicki, Krzysztof, et al.
Pubblicazione: (2026)

Hitting probability for Reflected Brownian Motion at Small Target
di: Fan, Yuchen
Pubblicazione: (2024)

From boundary random walks to Feller's Brownian Motions
di: Li, Liping, et al.
Pubblicazione: (2025)

Applications of optimal transport to Dyson Brownian Motions and beyond
di: Wu, Xuan
Pubblicazione: (2024)

Error Distribution for One-Dimensional Stochastic Differential Equation Driven By Fractional Brownian Motion
di: Ueda, Kento
Pubblicazione: (2023)

Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
di: Grothaus, Martin, et al.
Pubblicazione: (2024)

Asymptotics for the Green's functions of a transient reflected Brownian motion in a wedge
di: Franceschi, Sandro, et al.
Pubblicazione: (2023)

Asymptotics of the overlap distribution of branching Brownian motion at high temperature
di: Chataignier, Louis, et al.
Pubblicazione: (2024)

Neural Brownian Motion
di: Qi, Qian
Pubblicazione: (2025)

Martin boundary of a degenerate Reflected Brownian Motion in a wedge
di: Petit, Maxence
Pubblicazione: (2024)

A simpler path to Ergodic Theorems for the Frontier of Branching Brownian Motion
di: Flath, Gabriel
Pubblicazione: (2025)

The Most General Brownian Motion on the Line and on Two Closed Half-Lines
di: Erhard, Dirk, et al.
Pubblicazione: (2025)

Asymptotic Normality of the Largest Eigenvalue for Noncentral Sample Covariance Matrices
di: Cheng, Huihui, et al.
Pubblicazione: (2024)