Limit theorems for one statistic of FBM in the model of real observations

N. S. Aiubova
Theory of Stochastic Processes
Vol.24 (40), no.1, 2019, pp.1-5
In this article the central limit theorem as Hurst index H ∈ (0,¾] and the non-central limit theorem as Hurst index H ∈ (¾,1) for statistics of fraction Brownian motion in the model of real observations are obtained.