Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (Q300780): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:57, 4 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation |
scientific article |
Statements
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (English)
0 references
29 June 2016
0 references
fractional Brownian motion
0 references
Volterra processes
0 references
fourth-moment theorem
0 references
central limit theorem
0 references
parameter estimation
0 references