HERMITE VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET (Q2905264): Difference between revisions

@@ Property / arXiv ID @@
+.0143
@@ Property / arXiv ID: 1010.0143 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian sheet
@@ Property / cites work: Fractional Brownian sheet / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+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 @@
+Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+CLT and other limit theorems for functionals of Gaussian processes
+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 @@
+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stein's method on Wiener chaos
@@ Property / cites work: Stein's method on Wiener chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate normal approximation using Stein's method and Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
+Normal rank
@@ Property / cites work @@
+Q5491047
@@ Property / cites work: Q5491047 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization and integral representations of Hermite processes
+Normal rank
@@ Property / cites work @@
+Convergence of integrated processes of arbitrary Hermite rank
+Normal rank
@@ Property / OpenAlex ID @@
+W2101894188
@@ Property / OpenAlex ID: W2101894188 / rank @@
+Normal rank