Functional limit theorems for generalized quadratic variations of Gaussian processes

Stochastic Processes and their Applications

Volumn 117, Issue 12, 2007, Pages 1848-1869

  Bégyn, Arnaud ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Almost sure convergence; Central limit theorem; Fractional processes; Gaussian processes; Generalized quadratic variations

Indexed keywords

BROWNIAN MOVEMENT; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; QUADRATIC PROGRAMMING; THEOREM PROVING;

ALMOST SURE CONVERGENCE; CENTRAL LIMIT THEOREM; FRACTIONAL BROWNIAN SHEET; FRACTIONAL PROCESSES; GAUSSIAN PROCESSES; MULTIFRACTIONAL BROWNIAN MOTION;

GAUSSIAN DISTRIBUTION;

EID: 35348961996     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.03.001     Document Type: Article

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