Limiting distribution of the continuity modulus for Gaussian processes with stationary increments

Citable Link (URL):http://resolver.sub.uni-goettingen.de/purl?gs-1/5703

Journal Article (Submitted version)

PEER_stage2_10.1016%2Fj.spl.2008.11.020.pdf (256.8Kb)

First published (peer reviewed)

DOI: 10.1016/j.spl.2008.11.020

Statistics & Probability Letters 2009; 79(7)

Elsevier

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Abstract

Limiting distribution of the continuity modulus for Gaussian processes with stationary increments