Power variation for Gaussian processes with stationary increments (Q1019612): Difference between revisions

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-Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
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+Ole Eiler Barndorff-Nielsen
@@ Property / author: Ole Eiler Barndorff-Nielsen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2008.09.004
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@@ Property / OpenAlex ID @@
+W2033230540
@@ Property / OpenAlex ID: W2033230540 / rank @@
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+On mixing and stability of limit theorems
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+LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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+Time Change, Volatility, and Turbulence
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+Realized power variation and stochastic volatility models
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+Limit theorems for multipower variation in the presence of jumps
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+Gaussian moving averages and semimartingales
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+Power variation of some integral fractional processes
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+An inequality of the Hölder type, connected with Stieltjes integration
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@@ links / mardi / name / links / mardi / name @@
+Publication:1019612