Quadratic variation for Gaussian processes and application to time deformation (Q1613618)
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scientific article; zbMATH DE number 1792524
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| English | Quadratic variation for Gaussian processes and application to time deformation |
scientific article; zbMATH DE number 1792524 |
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Quadratic variation for Gaussian processes and application to time deformation (English)
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29 August 2002
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estimation
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functional convergence in distribution
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quadratic variation process
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0.8215206265449524
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0.7894077301025391
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0.7892135381698608
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0.789003312587738
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