CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index

DOI10.1016/j.spl.2020.108845zbMath1450.60017arXiv2002.01204MaRDI QIDQ2197613

Kęstutis Kubilius

Publication date: 1 September 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01204

zbMATH Keywords

Gaussian process; central limit theorem; quadratic variation; Orey index

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

Related Items

Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift

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