AbstractWe are interested in the functional convergence in distribution of the process of quadratic variations taken along a regular partition for a large class of Gaussian processes indexed by [0,1], including the standard Wiener process as a particular case. This result is applied to the estimation of a time deformation that makes a non-stationary Gaussian process stationary
Abstract. Under regularity assumptions, we establish a sharp large deviation principle for Hermitian...
International audienceUsing multiple Wiener-Itô stochastic integrals and Malliavin calculus we study...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...
We are interested in the functional convergence in distribution of the process of quadratic variatio...
AbstractWe study the uniform convergence of the quadratic variation of Gaussian processes, taken ove...
AbstractWe are interested in large deviations for consistent statistics which are quadratic forms of...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
The quadratic variation of Gaussian processes plays an important role in both stochastic analysis an...
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussia...
We study distributional properties of a quadratic form of a stationary functional time series under ...
AbstractAn asymptotic distribution theory of the nonsynchronous covariation process for continuous s...
International audienceA new nonparametric estimator of the local Hurst function of a multifractional...
AbstractWe develop the asymptotic theory for the realised power variation of the processes X=ϕ•G, wh...
AbstractThe quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s...
The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is...
Abstract. Under regularity assumptions, we establish a sharp large deviation principle for Hermitian...
International audienceUsing multiple Wiener-Itô stochastic integrals and Malliavin calculus we study...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...
We are interested in the functional convergence in distribution of the process of quadratic variatio...
AbstractWe study the uniform convergence of the quadratic variation of Gaussian processes, taken ove...
AbstractWe are interested in large deviations for consistent statistics which are quadratic forms of...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
The quadratic variation of Gaussian processes plays an important role in both stochastic analysis an...
In the paper a weighted quadratic variation based on a sequence of partitions for a class of Gaussia...
We study distributional properties of a quadratic form of a stationary functional time series under ...
AbstractAn asymptotic distribution theory of the nonsynchronous covariation process for continuous s...
International audienceA new nonparametric estimator of the local Hurst function of a multifractional...
AbstractWe develop the asymptotic theory for the realised power variation of the processes X=ϕ•G, wh...
AbstractThe quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s...
The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is...
Abstract. Under regularity assumptions, we establish a sharp large deviation principle for Hermitian...
International audienceUsing multiple Wiener-Itô stochastic integrals and Malliavin calculus we study...
AbstractA large deviation principle is proved for Toeplitz quadratic forms of centred stationary Gau...