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Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields - MaRDI portal

Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (Q5109851)

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scientific article; zbMATH DE number 7200566
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Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields
scientific article; zbMATH DE number 7200566

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    Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (English)
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    13 May 2020
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    limit theorems
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    power variations
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    Hermite random field
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    Rosenblatt random field
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    self-similar stochastic processes
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