A complement to Gladyshev's theorem
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Publication:392750
DOI10.1007/s10986-011-9105-9zbMath1283.60051OpenAlexW2040745634MaRDI QIDQ392750
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-011-9105-9
quadratic variationbifractional Brownian motionsubfractional Brownian motionnonstationary Gaussian processes
Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Sample path properties (60G17)
Related Items (9)
A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ Exact confidence intervals of the extended Orey index for Gaussian processes ⋮ Oscillatory fractional Brownian motion ⋮ Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion ⋮ Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences ⋮ CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index ⋮ On estimation of the extended Orey index for Gaussian processes ⋮ A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion ⋮ Weighted power variation of integrals with respect to a Gaussian process
Cites Work
- Quadratic variations along irregular subdivisions for Gaussian processes
- \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
- On quadratic variation of processes with Gaussian increments
- Sub-fractional Brownian motion and its relation to occupation times
- Singularity functions for fractional processes: application to the fractional Brownian sheet
- Oscillation of sample functions in stationary Gaussian processes
- A New Limit Theorem for Stochastic Processes with Gaussian Increments
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