2026-09-25T15:05:09Z https://epublications.vu.lt/oai

oai:vu.lt:elaba:13845873 2026-07-04T01:34:06Z openaireNDLTDDRIVERDART-EUROPE

Limit theorems for H-variation of Gaussian processes /Ribinės teoremos Gauso procesų H-variacijai.Malukas, Raimondas,info:eu-repo/semantics/openAccessGaussian processes ; H-variation ; Berry-Esseen bound ; central limit theorem ; invariance principleIn 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.Institutional Repository of Vilnius UniversityNorvaiša, Rimasinfo:eu-repo/semantics/doctoralThesiseng2015application/pdfhttps://epublications.vu.lt/object/elaba:13845873/13845873.pdfhttps://repository.vu.lt/VU:ELABAETD13845873&prefLang=en_US