Power variation of some integral fractional processes (Q850768): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation of some integral fractional processes |
scientific article |
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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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