QUADRATIC VARIATIONS AND ESTIMATION OF THE LOCAL HOLDER INDEX OF A GAUSSIAN PROCESS

被引：0

作者：

ISTAS, J

LANG, G

机构：

[1] ECOLE NATL GENIE RURAL EAUX & FORETS,F-75732 PARIS 15,FRANCE

[2] UNIV TOULOUSE 3,STAT & PROBABIL LAB,CNRS,UA 745,F-31062 TOULOUSE,FRANCE

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1994年 / 319卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the convergence of a generalisation of the quadratic variations of a gaussian process. We build a convergent estimator of the local Holder index of the sample paths and prove a central limit theorem.

引用

页码：201 / 206

页数：6

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