Pages that link to "Item:Q850768"

The following pages link to Power variation of some integral fractional processes (Q850768):

Displaying 50 items.

• Quantitative stable limit theorems on the Wiener space (Q272936) (← links)
• A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
• Quantitative Breuer-Major theorems (Q544489) (← links)
• Power variation of fractional integral processes with jumps (Q552984) (← links)
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) (← links)
• On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
• Stein's method on Wiener chaos (Q839413) (← links)
• Stable convergence of multiple Wiener--Itô integrals (Q939135) (← links)
• Central limit theorems for multiple Skorokhod integrals (Q966511) (← links)
• Milstein's type schemes for fractional SDEs (Q985345) (← links)
• Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
• Convergence of certain functionals of integral fractional processes (Q1047151) (← links)
• Weak symmetric integrals with respect to the fractional Brownian motion (Q1660633) (← links)
• On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
• New central limit theorems for functionals of Gaussian processes and their applications (Q1930612) (← links)
• Convergence of some random functionals of discretized semimartingales (Q1932225) (← links)
• Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
• Total variation estimates in the Breuer-Major theorem (Q2041818) (← links)
• A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
• Fluctuations for matrix-valued Gaussian processes (Q2080809) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation (Q2158595) (← links)
• High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
• Discrete rough paths and limit theorems (Q2227464) (← links)
• Asymptotic distributions for power variation of the solution to a stochastic heat equation (Q2230738) (← links)
• Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation (Q2244399) (← links)
• Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
• Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes (Q2312765) (← links)
• Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
• Fluctuations of the power variation of fractional Brownian motion in Brownian time (Q2348725) (← links)
• Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
• Testing long memory based on a discretely observed process (Q2362937) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
• Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
• Power variation of multiple fractional integrals (Q2454693) (← links)
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
• Central limit theorems for multiple stochastic integrals and Malliavin calculus (Q2476292) (← links)
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
• Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion (Q2519679) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
• A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (Q3423702) (← links)
• Inference in Lévy-type stochastic volatility models (Q3590750) (← links)