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• W1979851915 startingPage "1848" @default.
• W1979851915 abstract "In this paper, we establish functional convergence theorems for second order quadratic variations of Gaussian processes which admit a singularity function. First, we prove a functional almost sure convergence theorem, and a functional central limit theorem, for the process of second order quadratic variations, and we illustrate these results with the example of the fractional Brownian sheet (FBS). Second, we do the same study for the process of localized second order quadratic variations, and we apply the results to the multifractional Brownian motion (MBM)." @default.
• W1979851915 created "2016-06-24" @default.
• W1979851915 creator A5015034461 @default.
• W1979851915 date "2007-12-01" @default.
• W1979851915 modified "2023-10-04" @default.
• W1979851915 title "Functional limit theorems for generalized quadratic variations of Gaussian processes" @default.
• W1979851915 cites W1969266533 @default.
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• W1979851915 doi "https://doi.org/10.1016/j.spa.2007.03.001" @default.
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