Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (Q300780): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6599244
@@ Property / zbMATH DE Number: 6599244 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Volterra processes
@@ Property / zbMATH Keywords: Volterra processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fourth-moment theorem
@@ Property / zbMATH Keywords: fourth-moment theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+central limit theorem
@@ Property / zbMATH Keywords: central limit theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parameter estimation
@@ Property / zbMATH Keywords: parameter estimation / rank @@
+Normal rank

Revision as of 22:52, 27 June 2023