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 mo- tion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.
