Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152): Difference between revisions

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Property / author: Ole Eiler Barndorff-Nielsen / rank
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Property / author: Ole Eiler Barndorff-Nielsen / rank
 
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Property / full work available at URL: https://doi.org/10.1239/jap/1238592121 / rank
 
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Latest revision as of 11:06, 1 July 2024

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Bipower Variation for Gaussian Processes with Stationary Increments
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    Bipower Variation for Gaussian Processes with Stationary Increments (English)
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    14 April 2009
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    Bipower variation
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    central limit theorem
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    chaos expansion
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    Gaussian process
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    multiple Wiener-Itô integrals
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