Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-642-33549-5_4
+Normal rank
@@ Property / OpenAlex ID @@
+W2097372498
@@ Property / OpenAlex ID: W2097372498 / rank @@
+Normal rank
@@ Property / cites work @@
+On mixing and stability of limit theorems
@@ Property / cites work: On mixing and stability of limit theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Q3656682
@@ Property / cites work: Q3656682 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5493536
@@ Property / cites work: Q5493536 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for multipower variation in the presence of jumps
+Normal rank
@@ Property / cites work @@
+Power variation for Gaussian processes with stationary increments
+Normal rank
@@ Property / cites work @@
+Multipower variation for Brownian semistationary processes
+Normal rank
@@ Property / cites work @@
+Bipower Variation for Gaussian Processes with Stationary Increments
+Normal rank
@@ Property / cites work @@
+Gaussian moving averages and semimartingales
@@ Property / cites work: Gaussian moving averages and semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic variations and estimation of the local Hölder index of a Gaussian process
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the central limit theorem for bipower variation of general functions
+Normal rank
@@ Property / cites work @@
+Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
+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 @@
+Central limit theorems for multiple stochastic integrals and Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q4662408
@@ Property / cites work: Q4662408 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5515900
@@ Property / cites work: Q5515900 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for bipower variation of semimartingales
+Normal rank