A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences

zbMath1337.60023arXiv1603.00365MaRDI QIDQ2805293

Léo Neufcourt, Frederi G. Viens

Publication date: 11 May 2016

Full work available at URL: https://arxiv.org/abs/1603.00365

zbMATH Keywords

fractional Brownian motioncentral limit theoremWiener spacestationary Gaussian processessecond Wiener chaosthird-moment theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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