Asymptotic properties of power variations of Lévy processes (Q5429598): Difference between revisions

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-.1051/ps:2007013
@@ Property / DOI: 10.1051/ps:2007013 / rank @@
-Normal rank
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+Volatility estimators for discretely sampled Lévy processes
+Normal rank
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+Q3374323
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+Realized power variation and stochastic volatility model
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+Q5493536
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+Limit theorems for multipower variation in the presence of jumps
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+Q4855691
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+Q4778955
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+Normal rank
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
+Normal rank
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+On asymptotic errors in discretization of processes
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+La variation d'ordre p des semi-martingales
@@ Property / cites work: La variation d'ordre p des semi-martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3511651
@@ Property / cites work: Q3511651 / rank @@
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@@ Property / DOI @@
+.1051/PS:2007013
@@ Property / DOI: 10.1051/PS:2007013 / rank @@
+Normal rank