A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processes

arXiv1707.08505MaRDI QIDQ6289467

Almut E. D. Veraart, A. Granelli

Publication date: 26 July 2017

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)