Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135): 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/10.1007/978-3-642-33549-5_4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2097372498 / rank | |||
Normal rank |
Revision as of 19:10, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes |
scientific article |
Statements
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (English)
0 references
8 July 2013
0 references
Brownian semi-stationary processes
0 references
central limit theorem
0 references
Gaussian processes
0 references
high frequency observations
0 references
higher order differences
0 references
multipower variation
0 references
stable convergence
0 references