Functional Convergence in Distribution of Quadratic Variations for a Large Class of Gaussian Processes: Application to a Time Deformation Model
نویسنده
چکیده
We 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.
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