Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844)
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scientific article; zbMATH DE number 7824098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality for a modified quadratic variation of the Hermite process |
scientific article; zbMATH DE number 7824098 |
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Asymptotic normality for a modified quadratic variation of the Hermite process (English)
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26 March 2024
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asymptotic normality
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fractional Brownian motion
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Hermite process
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Hurst index estimation
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multiple Wiener-Itô integrals
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Ornstein-Uhlenbeck process
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Stein-Malliavin calculus
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strong consistency
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