Limit theorems for a quadratic variation of Gaussian processes
In the paper a weighted quadratic variation based on a sequence of partitions Wall art for a class of Gaussian processes is considered.Conditions on the sequence of partitions and the process are established for the quadratic variation Course a pied - Homme - Vetements - Cuissard 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.