Asymptotic normality for a modified quadratic variation of the Hermite process
Author:
Affiliation:
1. CNRS, Université de Lille, Laboratoire Paul Painlevé UMR 8524, F-59655 Villeneuve d’Ascq, France
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Reference20 articles.
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3. Nourdin, I. and Tran, T.T.D. (2019). Statistical inference for Vasicek-type model driven by Hermite processes. Stochastic Process. Appl. 129 3774–3791. 10.1016/j.spa.2018.10.005
4. Dobrushin, R.L. and Major, P. (1979). Non-central limit theorems for nonlinear functionals of Gaussian fields. Z. Wahrsch. Verw. Gebiete 50 27–52. 10.1007/BF00535673
5. Assaad, O. and Tudor, C.A. (2020). Parameter identification for the Hermite Ornstein-Uhlenbeck process. Stat. Inference Stoch. Process. 23 251–270. 10.1007/s11203-020-09219-z
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