Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes (Q2340298): Difference between revisions
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Revision as of 22:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes |
scientific article |
Statements
Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes (English)
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16 April 2015
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\(\alpha\)-stable Lévy processes
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power variation
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central limit theorem
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Fourier transform
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tail probability
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rate of convergence
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empirical distribution function
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minimum distance estimator
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Brownian bridge
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