Limit theorems for a quadratic variation of Gaussian processes (Q4920763)
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scientific article; zbMATH DE number 6164894
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| default for all languages | No label defined |
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| English | Limit theorems for a quadratic variation of Gaussian processes |
scientific article; zbMATH DE number 6164894 |
Statements
22 May 2013
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quadratic variation
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bifractional Brownian motion
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sub-fractional Brownian motion
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Hurst index
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almost sure convergence
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central limit theorem
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0.8628461956977844
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0.8609549403190613
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0.8555845618247986
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0.8546565771102905
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