Limit theorems for a quadratic variation of Gaussian processes
2011 ◽
Vol 16
(4)
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pp. 435-452
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Keyword(s):
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussian processes is considered. Conditions on the sequence of partitions and the process are established for the quadratic variation to converge almost surely and for a central limit theorem to be true. Also applications to bifractional and sub-fractional Brownian motion and the estimation of their parameters are provided.
2007 ◽
Vol 10
(1)
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pp. 1-27
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Keyword(s):
2012 ◽
Vol 41
(4)
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pp. 451-458
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Keyword(s):
Keyword(s):
2017 ◽
Vol 47
(9)
◽
pp. 1055-1076
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Keyword(s):
2005 ◽
Vol 08
(03)
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pp. 383-396
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Keyword(s):
Keyword(s):