Lower bound for local oscillations of Hermite processes
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Publication:2186639
DOI10.1016/j.spa.2020.01.009zbMath1444.60028arXiv1903.04475OpenAlexW2999243103WikidataQ126337966 ScholiaQ126337966MaRDI QIDQ2186639
Publication date: 9 June 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.04475
Sample path properties (60G17) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
Related Items (6)
Moving average multifractional processes with random exponent: lower bounds for local oscillations ⋮ Multifractional Hermite processes: definition and first properties ⋮ Besov-Orlicz path regularity of non-Gaussian processes ⋮ Asymptotic normality for a modified quadratic variation of the Hermite process ⋮ Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
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