Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes (Q2340298): Difference between revisions

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Latest revision as of 23:46, 9 July 2024

scientific article
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English
Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes
scientific article

    Statements

    Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes (English)
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    16 April 2015
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    \(\alpha\)-stable Lévy processes
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    power variation
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    central limit theorem
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    Fourier transform
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    tail probability
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    rate of convergence
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    empirical distribution function
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    minimum distance estimator
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    Brownian bridge
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