Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4366835625 / rank | |||
Normal rank | |||
Revision as of 10:25, 30 July 2024
scientific article; zbMATH DE number 7824098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality for a modified quadratic variation of the Hermite process |
scientific article; zbMATH DE number 7824098 |
Statements
Asymptotic normality for a modified quadratic variation of the Hermite process (English)
0 references
26 March 2024
0 references
asymptotic normality
0 references
fractional Brownian motion
0 references
Hermite process
0 references
Hurst index estimation
0 references
multiple Wiener-Itô integrals
0 references
Ornstein-Uhlenbeck process
0 references
Stein-Malliavin calculus
0 references
strong consistency
0 references
