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Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process - MaRDI portal

Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (Q2151984)

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Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process
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    Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process (English)
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    5 July 2022
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    self-similar Gaussian processes
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    Young integral
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    Breuer-Major theorem
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    subfractional Brownian motion
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    bifractional Brownian motion
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