A central limit theorem for a weighted power variation of a Gaussian process
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Publication:406621
DOI10.1007/s10986-014-9246-8zbMath1296.60089OpenAlexW2019161196MaRDI QIDQ406621
Raimondas Malukas, Rimas Norvaiša
Publication date: 8 September 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-014-9246-8
central limit theoremlocally stationary incrementssubfractional Gaussian processbifractional gaussian processgaussian processesweighted power variation
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)
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Cites Work
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