Pages that link to "Item:Q2469649"
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The following pages link to Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes (Q2469649):
Displayed 17 items.
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Remarks on confidence intervals for self-similarity parameter of a subfractional Brownian motion (Q410231) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- Discretizing the fractional Lévy area (Q2267547) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
- Conditions for singularity for measures generated by two fractional psuedo-diffusion processes (Q2804509) (← links)
- Singularity of Subfractional Brownian Motions with Different Hurst Indices (Q2893292) (← links)
- On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)
- Estimation of anisotropic Gaussian fields through Radon transform (Q5429619) (← links)