Power variation of multiple fractional integrals (Q2454693): Difference between revisions

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-.2478/s11533-007-0001-9
@@ Property / DOI: 10.2478/s11533-007-0001-9 / rank @@
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+Evolution equations driven by a fractional Brownian motion
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+Convergence in law to the multiple fractional integral.
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Realized power variation and stochastic volatility models
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+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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+Sub-fractional Brownian motion and its relation to occupation times
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+Decoupled double stochastic fractional integrals
@@ Property / cites work: Decoupled double stochastic fractional integrals / rank @@
+Normal rank
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+Power variation of some integral fractional processes
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+Multiple fractional integrals
@@ Property / cites work: Multiple fractional integrals / rank @@
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+Chaos decomposition of multiple fractional integrals and applications
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
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+Q3787245
@@ Property / cites work: Q3787245 / rank @@
+Normal rank
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+Q3138640
@@ Property / cites work: Q3138640 / rank @@
+Normal rank
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+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
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+Q5180638
@@ Property / cites work: Q5180638 / rank @@
+Normal rank
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+The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
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+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
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+Q4811448
@@ Property / cites work: Q4811448 / rank @@
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+Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
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+Stratonovich integral and trace
@@ Property / cites work: Stratonovich integral and trace / rank @@
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+Some properties of the sub-fractional Brownian motion
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@@ Property / cites work @@
+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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+Estimation of integrated volatility in stochastic volatility models
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+Stochastic integration, trace and the skeleton of wiener functionals
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@@ Property / DOI @@
+.2478/S11533-007-0001-9
@@ Property / DOI: 10.2478/S11533-007-0001-9 / rank @@
+Normal rank