Pages that link to "Item:Q1019612"

The following pages link to Power variation for Gaussian processes with stationary increments (Q1019612):

Displaying 37 items.

• Quantitative stable limit theorems on the Wiener space (Q272936) (← links)
• A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
• Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
• Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
• A central limit theorem for a weighted power variation of a Gaussian process (Q406621) (← links)
• Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
• Quantitative Breuer-Major theorems (Q544489) (← links)
• Power variation of fractional integral processes with jumps (Q552984) (← links)
• Multipower variation for Brownian semistationary processes (Q654402) (← links)
• Stein's method on Wiener chaos (Q839413) (← links)
• On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
• New central limit theorems for functionals of Gaussian processes and their applications (Q1930612) (← links)
• Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
• Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
• Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
• Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
• Discrete rough paths and limit theorems (Q2227464) (← links)
• On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
• Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
• Difference based estimators and infill statistics (Q2339214) (← links)
• Fluctuations of the power variation of fractional Brownian motion in Brownian time (Q2348725) (← links)
• Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
• Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
• On non-standard limits of Brownian semi-stationary processes (Q2512851) (← links)
• Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
• Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• Ambit Fields: Survey and New Challenges (Q5038271) (← links)
• Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
• Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952) (← links)
• Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
• Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)