DOIAbstract
AbstractWe prove the convergence and the asymptotic normality of the quadratic variations of the spherical fractional Brownian motion
AbstractWe prove the convergence and the asymptotic normality of the quadratic variations of the spherical fractional Brownian motion
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
The main topic of this dissertation is the estimation of the Hurst index H of the solutions of stoch...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.The purpo...
12 pagesLet $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
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...
AbstractWe study the uniform convergence of the quadratic variation of Gaussian processes, taken ove...
AbstractWe consider a stochastic differential equation involving a pathwise integral with respect to...
This is the publisher's version, copyright by the Bernoulli Society for Mathematical Statistics and ...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
The main topic of this dissertation is the estimation of the Hurst index H of the solutions of stoch...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
In this paper, almost sure convergence and asymptotic normality of generalized quadratic variation a...
This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v18-2840.The purpo...
12 pagesLet $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H...
International audienceThis paper gives a central limit theorem for the generalized quadratic variati...
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...
AbstractWe study the uniform convergence of the quadratic variation of Gaussian processes, taken ove...
AbstractWe consider a stochastic differential equation involving a pathwise integral with respect to...
This is the publisher's version, copyright by the Bernoulli Society for Mathematical Statistics and ...
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation ar...
The present article is devoted to a fine study of the convergence of renor-malized weighted quadrati...
The main topic of this dissertation is the estimation of the Hurst index H of the solutions of stoch...
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