Spectral characterization of the optimal quadratic variation process (Q1343601): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/0304-4149(94)00011-5 / rank
 
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Latest revision as of 11:34, 23 May 2024

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Spectral characterization of the optimal quadratic variation process
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    Spectral characterization of the optimal quadratic variation process (English)
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    18 June 1995
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    The authors prove some results on how to characterize the optional quadratic variation process via the periodogram of a semimartingale.
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    optional quadratic variation process
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    periodogram of a semimartingale
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