Limit theorems for multivariate Brownian semistationary processes and feasible results
DOI10.1017/apr.2019.30zbMath1427.60047arXiv1712.03564OpenAlexW2971565885WikidataQ127307470 ScholiaQ127307470MaRDI QIDQ5203952
Almut E. D. Veraart, Riccardo Passeggeri
Publication date: 9 December 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.03564
law of large numberscentral limit theoremWiener chaosintermittencyhigh frequency datagamma kernelfeasiblemultivariate Brownian semistationary processnonsemimartingale
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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