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Quadratic Variations along Irregular Subdivisions for Gaussian Processes

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Quadratic Variations along Irregular Subdivisions for Gaussian Processes
2.	Creator	Author's name, affiliation, country	Arnaud Begyn; Laboratoire de statistiques et probabilites, Universit&eacute Paul Sabatier, Fra
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	estimation, fractional processes, Gaussian processes, generalized quadratic variations, irregular subdivisions, singularity function
3.	Subject	Subject classification	primary 60F15; 60G15; secondary 60G17; 60G18
4.	Description	Abstract	In this paper we deal with second order quadratic variations  along general  subdivisions for processes with Gaussian increments. These have almost surely a deterministic limit under conditions on the mesh of the subdivisions. This limit depends on the singularity function of the process and on the structure of the subdivisions too. Then we illustrate the results with the example of the time-space deformed fractional Brownian motion and we present some simulations.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2005-07-13
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/245
10.	Identifier	Digital Object Identifier	10.1214/EJP.v10-245
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 10
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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