Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204)
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scientific article; zbMATH DE number 6328370
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| English | Non-central limit theorem of the weighted power variations of Gaussian processes |
scientific article; zbMATH DE number 6328370 |
Statements
Non-central limit theorem of the weighted power variations of Gaussian processes (English)
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11 August 2014
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Malliavin calculus
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fractional Brownian motion
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non-central limit theorem
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power variation
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multiple stochastic integral
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0.8726117610931396
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0.8482828736305237
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0.8416739702224731
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0.8327391743659973
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0.8101450800895691
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