A Strong Limit Theorem for Gaussian Processes
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Cites work
Cited in
(40)- Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
- Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications
- Stochastic integral of L₂-functions with respect to Gaussian processes
- Uniform quadratic variation for Gaussian processes
- Spectral characterization of the optimal quadratic variation process
- New statistical investigations of the Ornstein-Uhlenbeck process.
- Quadratic variation for Gaussian processes and application to time deformation
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters
- 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 Baxter type theorems for generalized random Gaussian processes with independent values
- Remarks on Föllmer's pathwise Itô calculus
- Weighted power variation of integrals with respect to a Gaussian process
- 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
- Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
- Identification of an isometric transformation of the standard Brownian sheet
- First order \(p\)-variations and Besov spaces
- A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case
- A Limit Theorem for Processes with Stationary Independent Increments
- A functional central limit theorem for the quadratic variation of a class of gaussian random fields
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
- Quadratic Integration of Gaussian Processes
- A central limit theorem for a weighted power variation of a Gaussian process
- Champs aléatoires gaussiens
- Estimating the order of mean-square derivatives with quadratic variations
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
- A characterization of the normal distribution
- The oscillation of stochastic integrals
- On Gaussian Measures Equivalent to Wiener Measure
- The quadratic variation of random processes
- Oscillation of sample functions in diffusion processes
- The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
- Limit theorems of Baxter type for generalized random Gaussian processes with independent values
- A new limit theorem for Gaussian stochastic processes possessing the Baxter property
- Consistent estimates of deformed isotropic Gaussian random fields on the plane
- Quadratic variations of spherical fractional Brownian motions
- Assessing the number of mean square derivatives of a Gaussian process
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