Measuring the roughness of a signal SV36P5P5Z3

URI	`m2://res/SV36P5P5Z3`
Kind	preprint
Creators	Rama Cont, Purba Das
Date	2026-10-04
MSC	62-XX, 60-XX
Subjects	arxiv math.ST, arxiv math.PR, arxiv stat.TH
Scope	in

Expressions

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
Uniform formula and error bound	statement	theorem 5.2	arxiv
2GKGTY5T5M	definition	definition 2.2	arxiv
Strong consistency for fractional Brownian motion	statement	theorem 6.3	arxiv
Fractional Ornstein--Uhlenbeck signals	statement	corollary 7.2	arxiv
Normalization	statement	proposition 4.2	arxiv
Existence of a consistent diagonal	statement	corollary 4.3	arxiv
Consistency for $p_0$-rough paths	statement	corollary 4.6	arxiv
Normalized critical variation	definition	definition 4.1	arxiv
Consistency and error bound	statement	theorem 3.3	arxiv
Roughness estimator	definition	definition 3.1	arxiv
$p$-th variation along $\pi$	definition	definition 2.1	arxiv
Absence of a root	example	example 3.2	arxiv
Exact H\"older regularity	statement	corollary 3.4	arxiv
Consistency with a fixed coarse partition	statement	corollary 6.1	arxiv
Consistency for bounded nondegenerate coefficients	statement	theorem 5.1	arxiv
MFXS5BJZA7	statement	proposition 2.3	arxiv
RV0NWETF84	statement	lemma 6.2	arxiv
WB2RZNAPTD	statement	proposition 7.1	arxiv
Consistency with a fixed coarse partition	statement	proposition 4.5	arxiv
Oscillating critical sums	example	example 5.5	arxiv