Power variation of some integral fractional processes (Q850768): Difference between revisions

@@ Property / DOI @@
-.3150/bj/1155735933
@@ Property / DOI: 10.3150/bj/1155735933 / rank @@
-Normal rank
@@ Property / author @@
-David Nualart
@@ Property / author: David Nualart / rank @@
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@@ Property / reviewed by @@
-Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
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@@ Property / author @@
+David Nualart
@@ Property / author: David Nualart / rank @@
+Normal rank
@@ Property / reviewed by @@
+Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / 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/10.3150/bj/1155735933
+Normal rank
@@ Property / OpenAlex ID @@
+W2076176205
@@ Property / OpenAlex ID: W2076176205 / rank @@
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@@ Property / cites work @@
+On mixing and stability of limit theorems
@@ Property / cites work: On mixing and stability of limit theorems / rank @@
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@@ Property / cites work @@
+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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+Central limit theorems for non-linear functionals of Gaussian fields
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+CLT and other limit theorems for functionals of Gaussian processes
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+Renormalized self-intersection local time for fractional Brownian motion
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+Variational Sums for Additive Processes
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
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+Convergence of integrated processes of arbitrary Hermite rank
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+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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+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / DOI @@
+.3150/BJ/1155735933
@@ Property / DOI: 10.3150/BJ/1155735933 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:850768