Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_3_265_0

zbMATH Keywords

convergence in law; stationary Gaussian process; H-variations

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

62M99: Inference from stochastic processes

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