Uniform quadratic variation for Gaussian processes

DOI10.1016/0304-4149(93)90044-5zbMath0783.60040MaRDI QIDQ1312310

Robert J. Adler, Ronald Pyke

Publication date: 14 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90044-5

zbMATH Keywords

Brownian sheet; uniform convergence of the quadratic variation of Gaussian processes

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

60F15: Strong limit theorems

60G17: Sample path properties

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On \(p\)-variation of bifractional Brownian motion, Consistent estimates of deformed isotropic Gaussian random fields on the plane, Quadratic variations of spherical fractional Brownian motions, Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations, Doob-Meyer decomposition for set-indexed submartingales, Quadratic variation for Gaussian processes and application to time deformation, Identification of filtered white noises, Identification of space deformation using linear and superficial quadratic variations, On the consistent separation of scale and variance for Gaussian random fields, Identification of an isometric transformation of the standard Brownian sheet

Cites Work

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