Add to ORKGBy using a Malliavin calculus, we prove the central limit theorem on the power variation of the product of the unordered rectangles associated with a standard Brownian sheet
In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using ...
For set-indexed partial sums processes of stationary mixing random fields, convergence of finite dim...
AbstractWe develop the asymptotic theory for the realised power variation of the processes X=ϕ•G, wh...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
In this paper we present the central limit theorem for general functions of the increments of Browni...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
s dWs, where a is a locally bounded predictable process and (the \volatility") is an adapted ...
International audienceThe Hermite variations of the anisotropic fractional Brownian sheet enjoy simi...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
AbstractIn this paper we provide a systematic study of how the probability limit and central limit t...
Abstract In this paper, we prove a functional central limit theorem for the multidimensional paramet...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
Convergence in probability and central limit laws of bipower variation for Gaussian processes with s...
AbstractIn this paper we present a central limit theorem for general functions of the increments of ...
In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using ...
For set-indexed partial sums processes of stationary mixing random fields, convergence of finite dim...
AbstractWe develop the asymptotic theory for the realised power variation of the processes X=ϕ•G, wh...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
In this paper we present the central limit theorem for general functions of the increments of Browni...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
s dWs, where a is a locally bounded predictable process and (the \volatility") is an adapted ...
International audienceThe Hermite variations of the anisotropic fractional Brownian sheet enjoy simi...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
AbstractIn this paper we provide a systematic study of how the probability limit and central limit t...
Abstract In this paper, we prove a functional central limit theorem for the multidimensional paramet...
We prove central and non-central limit theorems for the Hermite variations of the anisotropic fracti...
Convergence in probability and central limit laws of bipower variation for Gaussian processes with s...
AbstractIn this paper we present a central limit theorem for general functions of the increments of ...
In this paper, we prove a central limit theorem for a sequence of multiple Skorohod integrals using ...
For set-indexed partial sums processes of stationary mixing random fields, convergence of finite dim...
AbstractWe develop the asymptotic theory for the realised power variation of the processes X=ϕ•G, wh...