Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q627237
Property / author
 
Property / author: Ole Eiler Barndorff-Nielsen / rank
Normal rank
 

Revision as of 02:37, 20 February 2024

scientific article
Language Label Description Also known as
English
Bipower Variation for Gaussian Processes with Stationary Increments
scientific article

    Statements

    Bipower Variation for Gaussian Processes with Stationary Increments (English)
    0 references
    0 references
    0 references
    14 April 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    Bipower variation
    0 references
    central limit theorem
    0 references
    chaos expansion
    0 references
    Gaussian process
    0 references
    multiple Wiener-Itô integrals
    0 references