Add to ORKGIn this paper we give a central limit theorem for the weighted quadratic variation process of a two-parameter Brownian motion. As an application, we show that the discretized quadratic variations of a two-parameter diffusion Y=(Y(s,t))(s,t)[set membership, variant][0,1]2 observed on a regular grid Gn form an asymptotically normal estimator of the quadratic variation of Y as n goes to infinity.Weighted quadratic variation process Functional limit theorems Two-parameter stochastic processes Malliavin calculus
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
AbstractMotivated by asymptotic problems in the theory of empirical processes, and specifically by t...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
In this paper we give a central limit theorem for the weighted quadratic variations process of a two...
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussia...
In this thesis we apply the Malliavin calculus to statistical estimation of parameters of stochastic...
We are interested in the functional convergence in distribution of the process of quadratic variatio...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
AbstractWe study the problem of a.s. convergence of the quadratic variation of Brownian motion. We p...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
AbstractThe quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
The quadratic variation of functionals of the two-parameter Wiener process of the form f (W(s, t)) i...
AbstractWe study the uniform convergence of the quadratic variation of Gaussian processes, taken ove...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
AbstractMotivated by asymptotic problems in the theory of empirical processes, and specifically by t...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
In this paper we give a central limit theorem for the weighted quadratic variations process of a two...
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussia...
In this thesis we apply the Malliavin calculus to statistical estimation of parameters of stochastic...
We are interested in the functional convergence in distribution of the process of quadratic variatio...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
AbstractWe study the problem of a.s. convergence of the quadratic variation of Brownian motion. We p...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
AbstractThe quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
The quadratic variation of functionals of the two-parameter Wiener process of the form f (W(s, t)) i...
AbstractWe study the uniform convergence of the quadratic variation of Gaussian processes, taken ove...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
AbstractMotivated by asymptotic problems in the theory of empirical processes, and specifically by t...