Limit theorems for a quadratic variation of Gaussian processes

Limit theorems for a quadratic variation of Gaussian processes

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In the paper American Candy a weighted quadratic variation based on a sequence of partitions for a class of Gaussian processes is considered.Conditions on the sequence of partitions and the process are established Flywheel Pulley for the quadratic variation to converge almost surely and for a central limit theorem to be true.Also applications to bifractional and sub-fractional Brownian motion and the estimation of their parameters are provided.