The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

TITLE HERE
Adler, Robert J. The geometry of random fields. Wiley Series in Probability and Mathematical Statistics. John Wiley & Sons, Ltd., Chichester, 1981. xi+280 pp. ISBN: 0-471-27844-0 MR0611857 (82h:60103)

Baxter, Glen. A strong limit theorem for Gaussian processes. Proc. Amer. Math. Soc. 7 (1956), 522--527. MR0090920 (19,890f)

Benassi, Albert; Cohen, Serge; Istas, Jacques; Jaffard, Stéphane. Identification of filtered white noises. Stochastic Process. Appl. 75 (1998), no. 1, 31--49. MR1629014 (99e:60104)

Benassi, Albert; Jaffard, Stéphane; Roux, Daniel. Elliptic Gaussian random processes. Rev. Mat. Iberoamericana 13 (1997), no. 1, 19--90. MR1462329 (98k:60056)

Wood, Andrew T. A.; Chan, Grace. Simulation of stationary Gaussian processes in $[0,1]sp d$. J. Comput. Graph. Statist. 3 (1994), no. 4, 409--432. MR1323050 (95k:65009)

Cheridito, Patrick; Kawaguchi, Hideyuki; Maejima, Makoto. Fractional Ornstein-Uhlenbeck processes. Electron. J. Probab. 8 (2003), no. 3, 14 pp. (electronic). MR1961165 (2003m:60096)

Coeurjolly, Jean-François. Inférence statistique pour les mouvements Brownien
fractionnaires et multifractionnaires. (French) PhD thesis, Université Joseph Fourier Grenoble I (2000).
Coeurjolly, Jean-François. Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths. Stat. Inference Stoch. Process. 4 (2001), no. 2, 199--227. MR1856174 (2002h:62265)

Cohen, Serge; Guyon, Xavier; Perrin, Olivier; Pontier,Monique. Singularity functions for fractional processes, and application to
fractional Brownian sheet. Preprint.
Dudley, R. M. Sample functions of the Gaussian process. Ann. Probability 1 (1973), no. 1, 66--103. MR0346884 (49 #11605)

Gladyv sev, E. G. A new limit theorem for stochastic processes with Gaussian increments. (Russian) Teor. Verojatnost. i Primenen 6 1961 57--66. MR0145574 (26 #3104)

Guyon, Xavier; León, José. Convergence en loi des $H$-variations d'un processus gaussien stationnaire sur $R$. (French) [Convergence in law of the $H$-variations of a stationary Gaussian process in $R$] Ann. Inst. H. Poincaré Probab. Statist. 25 (1989), no. 3, 265--282. MR1023952 (91d:60053)

Hanson, D. L.; Wright, F. T. A bound on tail probabilities for quadratic forms in independent random variables. Ann. Math. Statist. 42 1971 1079--1083. MR0279864 (43 #5585)

Istas, Jacques; Lang, Gabriel. Quadratic variations and estimation of the local Hölder index of a Gaussian process. Ann. Inst. H. Poincaré Probab. Statist. 33 (1997), no. 4, 407--436. MR1465796 (98e:60057)

Klein, Ruben; Giné, Evarist. On quadratic variation of processes with Gaussian increments. Ann. Probability 3 (1975), no. 4, 716--721. MR0378070 (51 #14239)

Lamperti, John. Semi-stable stochastic processes. Trans. Amer. Math. Soc. 104 1962 62--78. MR0138128 (25 #1575)

Lévy, Paul. Le mouvement brownien plan. (French) Amer. J. Math. 62, (1940). 487--550. MR0002734 (2,107g)

Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.