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scientific article; zbMATH DE number 6164894 - MaRDI portal

scientific article; zbMATH DE number 6164894

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Publication:4920763

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zbMath1271.60038MaRDI QIDQ4920763

Raimondas Malukas

Publication date: 22 May 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

central limit theorem almost sure convergence Hurst index quadratic variation bifractional Brownian motion sub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15)

Related Items (4)

Exact confidence intervals of the extended Orey index for Gaussian processes ⋮ 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 ⋮ Weighted power variation of integrals with respect to a Gaussian process

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