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In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q>=2 of the fractional Brownian motion with Hurst parameter H in (0,1), where q is an integer. The central limit holds…

概率论 · 数学 2009-08-22 Ivan Nourdin , David Nualart , Ciprian Tudor

We prove functional central and non-central limit theorems for generalized variations of the anisotropic $d$-parameter fractional Brownian sheet (fBs) for any natural number $d$. Whether the central or the non-central limit theorem applies…

概率论 · 数学 2016-03-31 Mikko S. Pakkanen , Anthony Réveillac

We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H< 1/2. As applications, we study the asymptotic behavior of the trapezoidal weighted odd-power…

概率论 · 数学 2018-05-18 David Nualart , Raghid Zeineddine

Let $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H\in(0,1)$, $Z$ be an Hermite random variable of index $q$, and $H_q$ denote the Hermite polynomial having degree $q$. For any $n\geq 1$, set…

概率论 · 数学 2008-12-18 Jean-Christophe Breton , Ivan Nourdin

Let $(Z^{q, H}_t)_{t \in [0, 1]^d}$ denote a $d$-parameter Hermite random field of order $q \geq 1$ and self-similarity parameter $H = (H_1, \ldots, H_d) \in (\frac{1}{2}, 1)^d$. This process is $H$-self-similar, has stationary increments…

概率论 · 数学 2017-12-22 T. T. Diu Tran

We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the mixed Brownian--fractional Brownian model. In the semimartingale case, that is, where the Hurst parameter $H$ of the fractional part…

概率论 · 数学 2015-06-08 Ehsan Azmoodeh , Tommi Sottinen , Lauri Viitasaari

In this paper we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the techniques of Malliavin calculus and the quantitative stable…

概率论 · 数学 2019-08-08 Nicholas Ma , David Nualart

Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. Consider the Hermite-driven moving average process $$X_t^{(q, H)} = \int_0^t x(t-u) dZ^{(q, H)}(u), \qquad…

概率论 · 数学 2017-05-19 T. T. Diu Tran

This paper provides several statistical estimators for the drift and volatility parameters of an Ornstein-Uhlenbeck process driven by fractional Brownian motion, whose observations can be made either continuously or at discrete time…

概率论 · 数学 2017-03-29 Yaozhong Hu , David Nualart , Hongjuan Zhou

We consider a modified quadratic variation of the Hermite process based on some well-chosen increments of this process. These special increments have the very useful property to be independent and identically distributed up to…

概率论 · 数学 2023-04-24 Antoine Ayache , Ciprian A Tudor

Let $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hurst index $\alpha\in (0,1/4)$. Using an analytic approximation $B(\eta)$ of $B$ introduced in \cite{Unt08}, we prove that the rescaled L\'evy area process…

概率论 · 数学 2008-08-29 Jeremie Unterberger

Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order $1$ is fractional Brownian motion and the…

概率论 · 数学 2014-07-22 Marianne Clausel , François Roueff , Murad Taqqu , Ciprian A. Tudor

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

概率论 · 数学 2021-08-02 Arturo Jaramillo , Ivan Nourdin , David Nualart , Giovanni Peccati

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…

概率论 · 数学 2019-02-13 Pavel Kriz , Bohdan Maslowski

The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion $B$ with Hurst index $H$. In the quadratic (resp. cubic) case, when $H<1/4$ (resp.…

概率论 · 数学 2009-01-19 Ivan Nourdin

Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by…

概率论 · 数学 2012-05-31 Ivan Nourdin , Murad Taqqu

In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H\in(1/2,1)$ and magnitude $\ep^H$. By building up a…

概率论 · 数学 2022-07-05 Xiliang Fan , Ting Yu , Chenggui Yuan

The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…

数学物理 · 物理学 2026-03-26 G. Akemann , M. Duits , L. D. Molag

We study the strong consistency and asymptotic normality of a least squares estimator of the drift coefficient in complex-valued Ornstein-Uhlenbeck processes driven by fractional Brownian motion, extending the results of Chen, Hu, Wang…

概率论 · 数学 2024-06-27 Fares Alazemi , Abdulaziz Alsenafi , Yong Chen , Hongjuan Zhou

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

概率论 · 数学 2023-02-28 Andreas Basse-O'Connor , Mark Podolskij
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