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

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Latest revision as of 14:34, 1 July 2024

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Power variation for Gaussian processes with stationary increments
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    Power variation for Gaussian processes with stationary increments (English)
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    4 June 2009
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    central limit theorem
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    chaos expansion
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    Gaussian processes
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    high-frequency data
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    multiple Wiener-Itô integrals
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    power variation
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