In this paper, the authors present some new results on complete moment convergence for arrays of rowwise negatively associated random variables. These results improve some previous known theorems.
Abstract:Subfractional Brownian motion can be decomposed in distribution as a sum of independent fractional Brownian motion and a centered Gaussian process with absolutely continuouspaths.This paper proves an approximations of subfractional Brownian motion using the decomposition.
In this paper,we consider the power variation of subfractional Brownian motion.As an application,we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.
