Limit theorems for H-variation of Gaussian processes /

In the dissertation H-variation and weighted H-variation of Gaussian processes with nonstationary increments are considered. The main problem of the dissertation is finding the limiting distribution of these statistics, the speed of convergence to the limit law and an proving invariance principle for the partial sum process related to H-variation.

Grantor dc:publisher

Institutional Repository of Vilnius University

Year dc:date

2015

Author dc:creator

• Malukas, Raimondas,

Contributors dc:contributor

• Norvaiša, Rimas

• Gaussian processes ; H-variation ; Berry-Esseen bound ; central limit theorem ; invariance principle

Statement dc:rights

• info:eu-repo/semantics/openAccess

Language dc:language

eng

Repository record dc:identifier

https://repository.vu.lt/VU:ELABAETD13845873&prefLang=en_US

OAI identifier oai:identifier

oai:vu.lt:elaba:13845873