Uniform quadratic variation for Gaussian processes

DOI10.1016/0304-4149(93)90044-5MaRDI QIDQ1312310zbMATH OpenOpenAlexFDO

Authors Robert J. Adler, Ronald Pyke

Publication date 14 March 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(93)90044-5

zbMATH Keywords

Brownian sheetuniform convergence of the quadratic variation of Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Strong limit theorems (60F15) Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 4018008 (Why is no real title available?)
• scientific article; zbMATH DE number 51414 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• A New Limit Theorem for Stochastic Processes with Gaussian Increments
• A Strong Limit Theorem for Gaussian Processes
• On almost sure convergence of quadratic Brownian variation
• On quadratic variation of processes with Gaussian increments
• Sample functions of the Gaussian process
• The Brunn-Minkowski inequality in Gauss space
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes

Cited in

(21)

• Quadratic variation along refining partitions: constructions and examples
• Quadratic variation for Gaussian processes and application to time deformation
• Quadratic variations of spherical fractional Brownian motions
• Identification of an isometric transformation of the standard Brownian sheet
• On almost sure convergence of the quadratic variation of Brownian motion.
• Consistent estimates of deformed isotropic Gaussian random fields on the plane
• Radiance variation relative to the solar-inclination over a Gaussian model of relief
• On \(p\)-variation of bifractional Brownian motion
• The \((q, t)\)-Gaussian process
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
• Identification of filtered white noises
• Limit theorems for a quadratic variation of Gaussian processes
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• scientific article; zbMATH DE number 4018008 (Why is no real title available?)
• Identification of space deformation using linear and superficial quadratic variations
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
• Doob-Meyer decomposition for set-indexed submartingales
• On the consistent separation of scale and variance for Gaussian random fields
• Quasi sure \(q\)-variation of a type of continuous Gaussian processes
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
• Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments

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