Pages that link to "Item:Q1222459"

The following pages link to On quadratic variation of processes with Gaussian increments (Q1222459):

Displaying 25 items.

• Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
• A complement to Gladyshev's theorem (Q392750) (← links)
• On \(p\)-variation of bifractional Brownian motion (Q655757) (← links)
• The limit of the integral sums connected with processes of Baxter type (Q757984) (← links)
• Consistent estimates of deformed isotropic Gaussian random fields on the plane (Q834342) (← links)
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
• Milstein's type schemes for fractional SDEs (Q985345) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711) (← links)
• Uniform quadratic variation for Gaussian processes (Q1312310) (← links)
• Arbitrage and hedging in a non probabilistic framework (Q1938956) (← links)
• Fractional smoothness of derivative of self-intersection local times with respect to bi-fractional Brownian motion (Q1984723) (← links)
• A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion (Q2064839) (← links)
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve (Q2074320) (← links)
• Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
• CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
• Weighted power variation of integrals with respect to a Gaussian process (Q2348745) (← links)
• On the consistent separation of scale and variance for Gaussian random fields (Q2380092) (← links)
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
• Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
• On estimation of the extended Orey index for Gaussian processes (Q2803998) (← links)
• A functional central limit theorem for the quadratic variation of a class of gaussian random fields (Q3477735) (← links)
• Champs aléatoires gaussiens (Q4188514) (← links)
• LevyBaxter theorems for one class of non-Gaussian stochastic processes (Q4923225) (← links)
• Weierstrass bridges (Q6567155) (← links)