CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613): Difference between revisions

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-Kęstutis Kubilius
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+Kęstutis Kubilius
@@ Property / author: Kęstutis Kubilius / rank @@
+Normal rank
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+MaRDI publication profile
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+W3035024478
@@ Property / OpenAlex ID: W3035024478 / rank @@
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@@ Property / arXiv ID @@
+.01204
@@ Property / arXiv ID: 2002.01204 / rank @@
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@@ Property / cites work @@
+Measuring the roughness of random paths by increment ratios
+Normal rank
@@ Property / cites work @@
+Moment bounds and central limit theorems for Gaussian subordinated arrays
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@@ Property / cites work @@
+A Strong Limit Theorem for Gaussian Processes
@@ Property / cites work: A Strong Limit Theorem for Gaussian Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic variations along irregular subdivisions for Gaussian processes
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Identification of filtered white noises
@@ Property / cites work: Identification of filtered white noises / rank @@
+Normal rank
@@ Property / cites work @@
+Sub-fractional Brownian motion and its relation to occupation times
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
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+Singularity functions for fractional processes: application to the fractional Brownian sheet
+Normal rank
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+A New Limit Theorem for Stochastic Processes with Gaussian Increments
+Normal rank
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+Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
+Normal rank
@@ Property / cites work @@
+Q4811459
@@ Property / cites work: Q4811459 / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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@@ Property / cites work @@
+On quadratic variation of processes with Gaussian increments
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@@ Property / cites work @@
+On estimation of the extended Orey index for Gaussian processes
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@@ Property / cites work @@
+Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Exact confidence intervals of the extended Orey index for Gaussian processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation in fractional diffusion models
+Normal rank
@@ Property / cites work @@
+On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
+Normal rank
@@ Property / cites work @@
+Q4920763
@@ Property / cites work: Q4920763 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
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@@ Property / cites work @@
+A complement to Gladyshev's theorem
@@ Property / cites work: A complement to Gladyshev's theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted power variation of integrals with respect to a Gaussian process
+Normal rank
@@ Property / cites work @@
+Q4955461
@@ Property / cites work: Q4955461 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian sample functions and the Hausdorff dimension of level crossings
+Normal rank
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+Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
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