Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models (Q4454295): Difference between revisions
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scientific article; zbMATH DE number 2052650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models |
scientific article; zbMATH DE number 2052650 |
Statements
Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models (English)
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8 March 2004
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limit theorem
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Lévy process
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model selection
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power variation
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quadratiic variation
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semimartingales
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