Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204): 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 00:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-central limit theorem of the weighted power variations of Gaussian processes |
scientific article |
Statements
Non-central limit theorem of the weighted power variations of Gaussian processes (English)
0 references
11 August 2014
0 references
Malliavin calculus
0 references
fractional Brownian motion
0 references
non-central limit theorem
0 references
power variation
0 references
multiple stochastic integral
0 references
