Power variation of some integral fractional processes (Q850768): Difference between revisions

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Revision as of 21:45, 24 June 2024

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Power variation of some integral fractional processes
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    Power variation of some integral fractional processes (English)
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    6 November 2006
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    The authors study the asymptotic behaviour of the realized power variation of a finite variation process integrated against a stable Lévy process.
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    central and non-central limit theorems
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    fractional Brownian motion
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    long memory
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