Asymptotic properties of power variations of Lévy processes (Q5429598): Difference between revisions

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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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