Asymptotic properties of power variations of Lévy processes (Q5429598): Difference between revisions
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Revision as of 02:10, 20 April 2024
scientific article; zbMATH DE number 5216877
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English | Asymptotic properties of power variations of Lévy processes |
scientific article; zbMATH DE number 5216877 |
Statements
Asymptotic properties of power variations of Lévy processes (English)
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30 November 2007
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central limit theorem
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quadratic variation
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power variation
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Lévy processes
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