Limit theorems for power variations of ambit fields driven by white noise (Q401465): Difference between revisions
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Property / author: Mikko S. Pakkanen / rank | |||
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Property / Mathematics Subject Classification ID: 60G60 / rank | |||
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Property / Mathematics Subject Classification ID: 60F15 / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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Property / zbMATH DE Number: 6334621 / rank | |||
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ambit fields | |||
Property / zbMATH Keywords: ambit fields / rank | |||
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power variation | |||
Property / zbMATH Keywords: power variation / rank | |||
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law of large numbers | |||
Property / zbMATH Keywords: law of large numbers / rank | |||
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central limit theorem | |||
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chaos decomposition | |||
Property / zbMATH Keywords: chaos decomposition / rank | |||
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Revision as of 16:28, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Limit theorems for power variations of ambit fields driven by white noise |
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Limit theorems for power variations of ambit fields driven by white noise (English)
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27 August 2014
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ambit fields
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power variation
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law of large numbers
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central limit theorem
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chaos decomposition
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