Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
DOI10.1016/j.spa.2014.02.013zbMath1333.60072arXiv1402.1710OpenAlexW1983523208MaRDI QIDQ402492
Ciprian A. Tudor, Marianne Clausel, François Roueff, Murad S. Taqqu
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.1710
long-range dependenceself-similar processescovariationquadratic variationWiener chaosHermite processes
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
Related Items (4)
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