Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809): Difference between revisions

@@ Property / OpenAlex ID @@
+W2036888794
@@ Property / OpenAlex ID: W2036888794 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3416
@@ Property / arXiv ID: 0801.3416 / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility estimators for discretely sampled Lévy processes
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
+Normal rank
@@ Property / cites work @@
+Anisotropic analysis of some Gaussian models
@@ Property / cites work: Anisotropic analysis of some Gaussian models / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integrals in the plane
@@ Property / cites work: Stochastic integrals in the plane / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Fields as Integrals of White Noise
+Normal rank
@@ Property / cites work @@
+Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q5491047
@@ Property / cites work: Q5491047 / rank @@
+Normal rank
@@ Property / cites work @@
+On mixing sequences of sets
@@ Property / cites work: On mixing sequences of sets / rank @@
+Normal rank
@@ Property / cites work @@
+Itô formula and local time for the fractional {B}rownian sheet
+Normal rank