Asymptotics of the Cross-Variation of Young Integrals with Respect to a General Self-Similar Gaussian Process

Author:

Douissi Soukaina,Es-Sebaiy Khalifa,Moussaten Soufiane

Publisher

Springer Science and Business Media LLC

Subject

General Physics and Astronomy,General Mathematics

Reference17 articles.

1. Noudin I, Zintout R. Cross-Variation of Young integral with respect to long-memory fractional Brownian motions. Probab Math Stat-Pol, 2016, 36: 35–46

2. Harnett D, Nualart D. Central limit theorem for functionals of a generalized self-similar Gaussian process. Stochastic Process Appl, 2018, 128(2): 404–425

3. Corcuera J M, Nualart D, Podolskij M. Asymptotics of weighted random sums. Commun Appl Ind Math, 2014, 6(1)

4. Nualart D, Peccati G. Central limit theorems for sequences of multiple stochastic integrals. Annals of Probability, 2005, 33(1): 177–193

5. Peccati G, Tudor C A. Gaussian limits for vector-valued multiple stochastic integrals. Séminaire de Probabilites, 2005, 38: 247–262

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