Power variation for Gaussian processes with stationary increments (Q1019612): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q627237 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
Normal rank | |||
Revision as of 01:38, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation for Gaussian processes with stationary increments |
scientific article |
Statements
Power variation for Gaussian processes with stationary increments (English)
0 references
4 June 2009
0 references
central limit theorem
0 references
chaos expansion
0 references
Gaussian processes
0 references
high-frequency data
0 references
multiple Wiener-Itô integrals
0 references
power variation
0 references
