This article is cited in 3 papers

On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion

Nino E. Kordzakhia^a, Yury A. Kutoyants^bcd, Alexander A. Novikov^ef, Lin-Yee Hin<sup>a

a</sup> Macquarie University, Sydney, NSW 2109, Australia
^b Universite du Maine, Le Mans, France
^c National Research University MPEI, Moscow, Russia
^d Tomsk State University, Int Lab Stat Stochast Proc & Quantitat Finance, Tomsk, Russia
^e University of Technology, Sydney, NSW 2007, Australia
^f Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia

Language: English

DOI: 10.1016/j.spl.2018.04.004

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