Pages that link to "Item:Q402492"
From MaRDI portal
The following pages link to Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492):
Displaying 6 items.
- Behavior of the Hermite sheet with respect to the Hurst index (Q2000160) (← links)
- Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- An asymptotic expression for cumulative sum of probabilities of the hermite distribution (Q3711455) (← links)
- Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (Q4584279) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)