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For a finite sequence of real numbers \\(a_0,\\dots,a_p\\) with zero sum the quadratic \\(a\\)-variation is defined by  \\[  V(a,n,\\Delta)=(1/n)\\sum_{j=1}^{n-p}\\left(\\left(\\Delta_a X_j^2 /\\sigma^2_{a,\\Delta} \\right) -1\\right),\\quad \\Delta_a X_j =\\sum_{i=0}^p a_iX((i+j)\\Delta), \\]  where \\(\\sigma^2_{a,\\Delta}\\) denotes the variance of \\(\\Delta_a X_j\\). Conditions are given that ensure the almost sure convergence as \\(n\\to \\infty\\) of the quadratic \\(a\\)-variations. Some stronger conditions are given that ensure the asymptotic normality of the quadratic \\(a\\)-variations. A method is proposed for the identification of the local H\u00f6lder index of a Gaussian process from a discrete observation of one sample path. 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