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

关键词：

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

页码：176 / 184

页数：9

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