Spectral characterization of the optimal quadratic variation process (Q1343601): Difference between revisions
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Property / author: Kacha Dzhaparidze / rank | |||
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Property / reviewed by: Allan Gut / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0304-4149(94)00011-5 / rank | |||
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Latest revision as of 11:34, 23 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Spectral characterization of the optimal quadratic variation process |
scientific article |
Statements
Spectral characterization of the optimal quadratic variation process (English)
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18 June 1995
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The authors prove some results on how to characterize the optional quadratic variation process via the periodogram of a semimartingale.
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optional quadratic variation process
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periodogram of a semimartingale
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