Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In this paper we present two new convergence results about these variations: the first is a deterministic asymptotic expansion; the second is a central limit theorem. Next we apply these results to identify two-parameter fractional Brownian motion and anisotropic fractional Brownian motion.
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