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

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