On quadratic variation of processes with Gaussian increments
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(26)- Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion
- Levy-Baxter theorems for one class of non-Gaussian stochastic processes
- Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion
- Milstein's type schemes for fractional SDEs
- On \(p\)-variation of bifractional Brownian motion
- Weierstrass bridges
- Limit theorems of Baxter type for generalized random Gaussian processes with independent values
- On estimation of the extended Orey index for Gaussian processes
- A complement to Gladyshev's theorem
- Functional limit theorems for generalized quadratic variations of Gaussian processes
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
- Consistent estimates of deformed isotropic Gaussian random fields on the plane
- Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
- On the consistent separation of scale and variance for Gaussian random fields
- The limit of the integral sums connected with processes of Baxter type
- Weighted power variation of integrals with respect to a Gaussian process
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
- Arbitrage and hedging in a non probabilistic framework
- A functional central limit theorem for the quadratic variation of a class of gaussian random fields
- A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion
- Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
- Champs aléatoires gaussiens
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
- Uniform quadratic variation for Gaussian processes
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