HERMES-IR HITOTSUBASHI UNIVERSITY

HERMES-IR : Research & Education Resources >
070 Working Papers = ワーキングペーパー >
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

Files in This Item:

File Description SizeFormat
070econDP11-06.pdf309KbAdobe PDF
Download
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

Items in HERMES-IR are protected by copyright, with all rights reserved, unless otherwise indicated.

 

Valid XHTML 1.0! DSpace Software Copyright © 2002-2006 MIT and Hewlett-Packard - Feedback