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
收藏
页码：201 / 206
页数：6
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