A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
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Publication:2805293
zbMath1337.60023arXiv1603.00365MaRDI QIDQ2805293
Léo Neufcourt, Frederi G. Viens
Publication date: 11 May 2016
Full work available at URL: https://arxiv.org/abs/1603.00365
fractional Brownian motioncentral limit theoremWiener spacestationary Gaussian processessecond Wiener chaosthird-moment theorem
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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