Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time |
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| Authors: | Raghid Zeineddine |
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| Institution: | 1.Research Training Group 2131, Fakult?t Mathematik,Technische Universit?t Dortmund,Dortmund,Germany |
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| Abstract: | We study the asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time \(Z_t:= X_{Y_t},t \geqslant 0\), where X is a fractional Brownian motion and Y is an independent Brownian motion. |
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