Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204): Difference between revisions

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-.1016/j.jkss.2013.09.001
@@ Property / DOI: 10.1016/j.jkss.2013.09.001 / rank @@
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+https://doi.org/10.1016/j.jkss.2013.09.001
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@@ Property / OpenAlex ID @@
+W2048735307
@@ Property / OpenAlex ID: W2048735307 / rank @@
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@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
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@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
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@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
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@@ Property / cites work @@
+Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
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@@ Property / cites work @@
+Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion
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@@ Property / cites work @@
+Central limit theorems for multiple Skorokhod integrals
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@@ Property / cites work @@
+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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@@ Property / cites work @@
+Analysis of the Rosenblatt process
@@ Property / cites work: Analysis of the Rosenblatt process / rank @@
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@@ Property / cites work @@
+On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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@@ Property / cites work @@
+Variations and estimators for self-similarity parameters via Malliavin calculus
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@@ Property / DOI @@
+.1016/J.JKSS.2013.09.001
@@ Property / DOI: 10.1016/J.JKSS.2013.09.001 / rank @@
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