| Title |
Limit theorems for H-variation of Gaussian processes / |
| Translation of Title |
Ribinės teoremos Gauso procesų H-variacijai. |
| Authors |
Malukas, Raimondas |
| Full Text |
|
| Pages |
84 |
| Keywords [eng] |
Gaussian processes ; H-variation ; Berry-Esseen bound ; central limit theorem ; invariance principle |
| Abstract [eng] |
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. |
| Dissertation Institution |
Vilniaus universitetas. |
| Type |
Doctoral thesis |
| Language |
English |
| Publication date |
2015 |
