Power variation of some integral fractional processes (Q850768): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation of some integral fractional processes |
scientific article |
Statements
Power variation of some integral fractional processes (English)
0 references
6 November 2006
0 references
The authors study the asymptotic behaviour of the realized power variation of a finite variation process integrated against a stable Lévy process.
0 references
central and non-central limit theorems
0 references
fractional Brownian motion
0 references
long memory
0 references
