Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes

Bernoulli

Volumn 13, Issue 3, 2007, Pages 712-753

  Begyn, Arnaud ^a  

^a Première Supérieure au Lycée Pierre de Fermat   (France)

Author keywords

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

Indexed keywords

EID: 47249150060     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ5112     Document Type: Article

References (17)

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