Soit le mouvement Brownien fractionnaire de paramètre . Lorsque , nous considérons des équations de diffusion de la forme
Let be the fractional brownian motion with parameter . When , we consider diffusion equations of the type
Mots clés : central limit theorem, estimation, fractional brownian motion, gaussian processes, Hermite polynomials
@article{AIHPB_2008__44_2_191_0, author = {Berzin, Corinne and Le\'on, Jos\'e R.}, title = {Estimation in models driven by fractional brownian motion}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {191--213}, publisher = {Gauthier-Villars}, volume = {44}, number = {2}, year = {2008}, doi = {10.1214/07-AIHP105}, mrnumber = {2446320}, language = {en}, url = {http://www.numdam.org/articles/10.1214/07-AIHP105/} }
TY - JOUR AU - Berzin, Corinne AU - León, José R. TI - Estimation in models driven by fractional brownian motion JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2008 SP - 191 EP - 213 VL - 44 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/07-AIHP105/ DO - 10.1214/07-AIHP105 LA - en ID - AIHPB_2008__44_2_191_0 ER -
%0 Journal Article %A Berzin, Corinne %A León, José R. %T Estimation in models driven by fractional brownian motion %J Annales de l'I.H.P. Probabilités et statistiques %D 2008 %P 191-213 %V 44 %N 2 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/07-AIHP105/ %R 10.1214/07-AIHP105 %G en %F AIHPB_2008__44_2_191_0
Berzin, Corinne; León, José R. Estimation in models driven by fractional brownian motion. Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 2, pp. 191-213. doi : 10.1214/07-AIHP105. http://www.numdam.org/articles/10.1214/07-AIHP105/
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