A central limit theorem for a weighted power variation of a Gaussian process (Q406621)

From MaRDI portal
Revision as of 01:15, 9 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A central limit theorem for a weighted power variation of a Gaussian process
scientific article

    Statements

    A central limit theorem for a weighted power variation of a Gaussian process (English)
    0 references
    0 references
    0 references
    8 September 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    weighted power variation
    0 references
    central limit theorem
    0 references
    gaussian processes
    0 references
    locally stationary increments
    0 references
    bifractional gaussian process
    0 references
    subfractional Gaussian process
    0 references
    0 references