Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference20 articles.
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3. Moment bounds and central limit theorems for Gaussian subordinated arrays;Bardet;J. Multivariate Anal.,2013
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1. Small values and functional laws of the iterated logarithm for operator fractional Brownian motion;Open Mathematics;2024-01-01
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