Weighted power variation of integrals with respect to a Gaussian process
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Publication:2348745
DOI10.3150/14-BEJ606zbMath1326.60081arXiv1105.1503MaRDI QIDQ2348745
Publication date: 15 June 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.1503
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Stochastic integrals (60H05)
Related Items (6)
A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ A central limit theorem for a weighted power variation of a Gaussian process ⋮ CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index ⋮ Discrete rough paths and limit theorems ⋮ Unnamed Item ⋮ On a covariance structure of some subset of self-similar Gaussian processes
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