In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation are studied. The main result extend classical results of Baxter and Gladyshev so that they can be applied to fractional Gaussian processes. An application to the estimation of the true axes of a fractional Brownian shett and his parameters is also obtained
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In this dissertation we introduce the realized two-step variation of stochastic processes and develo...
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In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
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Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
In this dissertation we introduce the realized two-step variation of stochastic processes and develo...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
In this thesis, we study various notions of variation of certain stochastic processes, namely $p$-va...
In this paper, we study some invariance principles where the limits are Gaussian random fields shari...
The first part of this thesis studies tail probabilities forelliptical distributions and probabiliti...
International audienceWe study the maximum likelihood estimator for stochastic equations with additi...
In this thesis we apply the Malliavin calculus to statistical estimation of parameters of stochastic...
Let $X$ be a semi-fractional Brownian sheet, that is a centred and continuous Gaussian random field ...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
30 pages; minor changesInternational audienceIn this paper, we prove some central and non-central li...
In this dissertation we introduce the realized two-step variation of stochastic processes and develo...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...