Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492)
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scientific article; zbMATH DE number 6335184
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| English | Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders |
scientific article; zbMATH DE number 6335184 |
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Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (English)
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28 August 2014
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Hermite processes
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self-similar processes
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quadratic variation
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covariation
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Wiener chaos
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long-range dependence
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0.8480479717254639
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0.8128281235694885
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0.7996446490287781
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