Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model. (English) Zbl 1352.60031 Mod. Stoch., Theory Appl. 2, No. 1, 29-49 (2015). MSC: 60F05 62F12 60G22 60J65 60H07 60G15 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., Mod. Stoch., Theory Appl. 2, No. 1, 29--49 (2015; Zbl 1352.60031) Full Text: DOI arXiv
Azmoodeh, Ehsan; Valkeila, Esko Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion. (English) Zbl 1273.60037 Stat. Inference Stoch. Process. 16, No. 2, 97-112 (2013). MSC: 60G15 62M15 60G22 91G10 PDFBibTeX XMLCite \textit{E. Azmoodeh} and \textit{E. Valkeila}, Stat. Inference Stoch. Process. 16, No. 2, 97--112 (2013; Zbl 1273.60037) Full Text: DOI arXiv