A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences (Q2805293): Difference between revisions
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A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences | |||
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| Property / author: Frederi G. Viens / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1603.00365 / rank | |||
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Latest revision as of 15:22, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences |
scientific article |
Statements
11 May 2016
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stationary Gaussian processes
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third-moment theorem
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Wiener space
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central limit theorem
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second Wiener chaos
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fractional Brownian motion
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math.PR
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