On the asymptotic behaviour of stationary gaussian processes
Rita Giuliano Antonini (1995)
Annales mathématiques Blaise Pascal
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Rita Giuliano Antonini (1995)
Annales mathématiques Blaise Pascal
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A. Bendikov, L. Saloff-Coste (2004)
Annales de l'I.H.P. Probabilités et statistiques
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Evarist Giné, Armelle Guillou (2002)
Annales de l'I.H.P. Probabilités et statistiques
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David Pollard (2002)
Annales de l'I.H.P. Probabilités et statistiques
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Mario Wschebor (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
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This is a review paper about some problems of statistical inference for one-parameter stochastic processes, mainly based upon the observation of a convolution of the path with a non-random kernel. Most of the results are known and presented without proofs. The tools are first and second order approximation theorems of the occupation measure of the path, by means of functionals defined on the smoothed paths. Various classes of stochastic processes are considered starting with the Wiener...
Philippe Carmona, Yueyun Hu (2006)
Annales de l'I.H.P. Probabilités et statistiques
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