Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages

DOI10.1051/ps/2019008zbMath1506.60035arXiv1807.01513OpenAlexW2964259749WikidataQ128120093 ScholiaQ128120093MaRDI QIDQ5881049

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Publication date: 9 March 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.01513

zbMATH Keywords

Lévy processesquadratic formslimit theoremsmoving averages

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stochastic integrals (60H05)

Cites Work

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