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 o... https://www.machitoorchestranyc.com/product-category/mens-perfume/
Limit theorems for a quadratic variation of Gaussian processes
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