A central limit theorem for a weighted power variation of a Gaussian process (Q406621)
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scientific article; zbMATH DE number 6341463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for a weighted power variation of a Gaussian process |
scientific article; zbMATH DE number 6341463 |
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A central limit theorem for a weighted power variation of a Gaussian process (English)
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8 September 2014
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weighted power variation
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central limit theorem
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gaussian processes
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locally stationary increments
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bifractional gaussian process
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subfractional Gaussian process
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