Central limit theorem for functionals of a generalized self-similar Gaussian process
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Publication:679608
DOI10.1016/j.spa.2017.04.014zbMath1380.60034arXiv1508.02756MaRDI QIDQ679608
Publication date: 11 January 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02756
60F05: Central limit and other weak theorems
60H07: Stochastic calculus of variations and the Malliavin calculus
60G18: Self-similar stochastic processes