most citedAsymptotic expansion and central limit theorem for quadratic variations of Gaussian processes

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math.PR2007★ 28 cited

Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes

Arnaud Begyn

Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In…