科研之友
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摘要
Let and be two independent bi-fractional Brownian motions. In this paper, as a natural extension to the fractional regression model, we consider the asymptotic behavior of the sequence where K is a standard Gaussian kernel function and the bandwidth parameter alpha satisfies certain hypotheses. We show that its limiting distribution is a mixed normal law involving the local time of the bi-fractional Brownian motion . We also give the stable convergence of the sequence S (n) by using the techniques of the Malliavin calculus.
