Functional limit theorems for generalized quadratic variations of Gaussian processes-Reference-Cited by-同舟云学术

Functional limit theorems for generalized quadratic variations of Gaussian processes

Published:2007-12 Issue:12 Volume:117 Page:1848-1869
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bégyn Arnaud

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference28 articles.

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4. A. Bégyn, Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes, Bernoulli (in press)

5. Quadratic variations along irregular subdivisions for Gaussian processes;Bégyn;Electronic Journal of Probability,2005

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