Limit theorems for a quadratic variation of Gaussian processes
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. A...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2011-12-01
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| Series: | Nonlinear Analysis |
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| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/14087 |