{
  "id": "1502.03369",
  "version": "v1",
  "published": "2015-02-11T16:51:42.000Z",
  "updated": "2015-02-11T16:51:42.000Z",
  "title": "Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation",
  "authors": [
    "Ivan Nourdin",
    "David Nualart",
    "Rola Zintout"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The purpose of this paper is to establish the multivariate normal convergence for the average of certain Volterra processes constructed from a fractional Brownian motion with Hurst parameter H>1/2. Some applications to parameter estimation are then discussed.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-02-11T16:51:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G22",
      "62M09"
    ],
    "keywords": [
      "multivariate central limit theorems",
      "fractional volterra processes",
      "parameter estimation",
      "applications",
      "multivariate normal convergence"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}