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Weighted power variation of integrals with respect to a Gaussian process - MaRDI portal

Weighted power variation of integrals with respect to a Gaussian process (Q2348745)

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Weighted power variation of integrals with respect to a Gaussian process
scientific article

    Statements

    title
    Weighted power variation of integrals with respect to a Gaussian process (English)
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    published in
    Bernoulli
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    publication date
    15 June 2015
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    zbMATH Keywords
    quadratic mean integrals
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    Gaussian processes
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    almost sure convergence
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    fractional Brownian motion
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    author
    Rimas Norvaiša
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    Identifiers

    DOI
    10.3150/14-BEJ606
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    Mathematics Subject Classification ID
    60H05
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    60G15
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    60F15
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    60G22
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    zbMATH DE Number
    6445975
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    arXiv ID
    1105.1503
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