APPROXIMATION OF RANDOM VARIABLES BY FUNCTIONALS OF THE INCREMENTS OF A FRACTIONAL BROWNIAN MOTION

被引：0
|
作者：
Shevchenko, G. M. [1 ]
Shalaiko, T. O. [1 ]
机构：
[1] Natl Taras Shevchenko Univ, Fac Mech & Math, Dept Probabil Theory Stat & Actuarial Math, Academician Glushkov Ave 4E, UA-03127 Kiev, Ukraine
来源：
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2012年 / 87卷
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D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A lower estimate is given for the accuracy of approximation of random variables by functionals of increments of fractional Brownian motion with Hurst index H > 1/2.
引用
收藏
页码：176 / 184
页数：9
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