Power variation for Gaussian processes with stationary increments (Q1019612): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2008.09.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2033230540 / rank | |||
Normal rank | |||
Revision as of 18:07, 19 March 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
