Power variation of fractional integral processes with jumps (Q552984): Difference between revisions
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| Property / DOI: 10.1016/J.SPL.2011.01.016 / rank | |||
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Latest revision as of 21:20, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation of fractional integral processes with jumps |
scientific article |
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Power variation of fractional integral processes with jumps (English)
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26 July 2011
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realized power variation
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long memory
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jump process
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central limit theorem
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high frequency
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