Quadratic variation for Gaussian processes and application to time deformation

DOI10.1016/S0304-4149(99)00037-XzbMath0997.60038MaRDI QIDQ1613618

Olivier Perrin

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

estimation; quadratic variation process; functional convergence in distribution

Mathematics Subject Classification ID

60G15: Gaussian processes

60G12: General second-order stochastic processes

60G17: Sample path properties

60F17: Functional limit theorems; invariance principles

Related Items

Identification of space deformation using linear and superficial quadratic variations, The effect of the regularity of the error process on the performance of kernel regression estimators, Functional limit theorems for generalized quadratic variations of Gaussian processes, Identification of an isometric transformation of the standard Brownian sheet

Cites Work

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