Quadratic variations and estimation of the local Hölder index of a gaussian process
Annales de l'I.H.P. Probabilités et statistiques (1997)
- Volume: 33, Issue: 4, page 407-436
- ISSN: 0246-0203
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topIstas, Jacques, and Lang, Gabriel. "Quadratic variations and estimation of the local Hölder index of a gaussian process." Annales de l'I.H.P. Probabilités et statistiques 33.4 (1997): 407-436. <http://eudml.org/doc/77576>.
@article{Istas1997,
author = {Istas, Jacques, Lang, Gabriel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {quadratic variation; estimation; local Hölder index; Gaussian process; asymptotic normality; central limit theorem},
language = {eng},
number = {4},
pages = {407-436},
publisher = {Gauthier-Villars},
title = {Quadratic variations and estimation of the local Hölder index of a gaussian process},
url = {http://eudml.org/doc/77576},
volume = {33},
year = {1997},
}
TY - JOUR
AU - Istas, Jacques
AU - Lang, Gabriel
TI - Quadratic variations and estimation of the local Hölder index of a gaussian process
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1997
PB - Gauthier-Villars
VL - 33
IS - 4
SP - 407
EP - 436
LA - eng
KW - quadratic variation; estimation; local Hölder index; Gaussian process; asymptotic normality; central limit theorem
UR - http://eudml.org/doc/77576
ER -
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