Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes

DOI10.3150/07-BEJ5112zbMath1143.60030arXiv0709.0598MaRDI QIDQ2469649

Arnaud Begyn

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.0598

zbMATH Keywords

Gaussian processescentral limit theoremalmost sure convergencefractional processesgeneralized quadratic variations

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Large deviations (60F10)

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Cites Work

• Injectivity of rotation invariant windowed Radon transforms
• Quadratic variations along irregular subdivisions for Gaussian processes
• Elliptic Gaussian random processes
• Quadratic variations and estimation of the local Hölder index of a Gaussian process
• Anisotropic analysis of some Gaussian models
• Singularity functions for fractional processes: application to the fractional Brownian sheet
• A Strong Limit Theorem for Gaussian Processes
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
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