A New Limit Theorem for Stochastic Processes with Gaussian Increments
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(27)- Uniform quadratic variation for Gaussian processes
- Quadratic variation for Gaussian processes and application to time deformation
- Identification of space deformation using linear and superficial quadratic variations
- A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
- On the consistent separation of scale and variance for Gaussian random fields
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
- Functional limit theorems for generalized quadratic variations of Gaussian processes
- Identification of an isometric transformation of the standard Brownian sheet
- First order \(p\)-variations and Besov spaces
- On estimation of the extended Orey index for Gaussian processes
- Exact confidence intervals of the extended Orey index for Gaussian processes
- A functional central limit theorem for the quadratic variation of a class of gaussian random fields
- Oscillatory fractional Brownian motion
- A complement to Gladyshev's theorem
- A central limit theorem for a weighted power variation of a Gaussian process
- Estimating the order of mean-square derivatives with quadratic variations
- The rate of convergence of Hurst index estimate for the stochastic differential equation
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
- The oscillation of stochastic integrals
- The quadratic variation of random processes
- Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
- Consistent estimates of deformed isotropic Gaussian random fields on the plane
- Quadratic variations of spherical fractional Brownian motions
- Rough functions: \(p\)-variation, calculus, and index estimation
- Assessing the number of mean square derivatives of a Gaussian process
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