Power variation of fractional integral processes with jumps (Q552984): Difference between revisions

@@ Property / author @@
-Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
-Normal rank
@@ Property / author @@
-Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
-Normal rank
@@ Property / author @@
+Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2011.01.016
+Normal rank
@@ Property / OpenAlex ID @@
+W2069795296
@@ Property / OpenAlex ID: W2069795296 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+Power variation for Gaussian processes with stationary increments
+Normal rank
@@ Property / cites work @@
+Bipower Variation for Gaussian Processes with Stationary Increments
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
+Normal rank
@@ Property / cites work @@
+Power Variation and Time Change
@@ Property / cites work: Power Variation and Time Change / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for multipower variation in the presence of jumps
+Normal rank
@@ Property / cites work @@
+Power variation of some integral fractional processes
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of power variations of Lévy processes
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Q4856610
@@ Property / cites work: Q4856610 / rank @@
+Normal rank
@@ Property / cites work @@
+La variation d'ordre p des semi-martingales
@@ Property / cites work: La variation d'ordre p des semi-martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for bipower variation of semimartingales
+Normal rank
@@ Property / cites work @@
+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank