Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
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Publication:2469649
DOI10.3150/07-BEJ5112zbMath1143.60030arXiv0709.0598MaRDI QIDQ2469649
Publication date: 6 February 2008
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.0598
Gaussian processes; central limit theorem; almost sure convergence; fractional processes; generalized quadratic variations
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