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Discussion papers / Graduate School of Economics, Hitotsubashi University >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10086/19243
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| Title: | Distributions of Quadratic Functionals of the Fractional Brownian Motion Based on a Martingale Approximation |
| Authors: | Tanaka, Katsuto  |
| Issue Date: | Jun-2011 |
| Publisher: | Graduate School of Economics, Hitotsubashi University |
| Physical Description: | 34 p. |
| Series/Report no.: | Discussion papers ; No. 2011-06 |
| Language: | eng |
| Text Version: | publisher |
| Appears in Collections: | Discussion papers / Graduate School of Economics, Hitotsubashi University
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Files in This Item:
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Size | Format |
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| 070econDP11-06.pdf | | 309Kb | Adobe PDF | View/Open |
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