Quadratic variations and estimation of the local Hölder index of a Gaussian process
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Publication:1366451
DOI10.1016/S0246-0203(97)80099-4zbMath0882.60032OpenAlexW1990795692MaRDI QIDQ1366451
Publication date: 3 February 1998
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_4_407_0
estimationasymptotic normalityGaussian processcentral limit theoremquadratic variationlocal Hölder index
Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35)
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