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Latest revision as of 11:34, 8 July 2024

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Power variation from second order differences for pure jump semimartingales
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    Power variation from second order differences for pure jump semimartingales (English)
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    28 April 2014
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    pure-jump semimartingale
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    power variation
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    central limit theorem
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    Lévy process
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    Blumenthal-Getoor index
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    jump activity
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    stable convergence
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