scientific article; zbMATH DE number 878357

zbMATH Open0865.60030MaRDI QIDQ4877620FDOQ4877620

Authors: Q. M. Shao 

Publication date: 7 July 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Gaussian processfractional Brownian motionstationary increments\(p\)-variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Cited In (13)

• A note on higher dimensional \(p\)-variation
• An almost sure limit theorem for Wick powers of Gaussian differences quotients
• Title not available (Why is that?)
• A complement to Gladyshev's theorem
• Power variation for Gaussian processes with stationary increments
• Gaussian and non-Gaussian processes of zero power variation
• Title not available (Why is that?)
• \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
• Bipower Variation for Gaussian Processes with Stationary Increments
• Weighted power variation of integrals with respect to a Gaussian process
• Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes
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