Power variation from second order differences for pure jump semimartingales (Q2447655): Difference between revisions
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Revision as of 09:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation from second order differences for pure jump semimartingales |
scientific article |
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Power variation from second order differences for pure jump semimartingales (English)
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28 April 2014
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pure-jump semimartingale
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power variation
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central limit theorem
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Lévy process
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Blumenthal-Getoor index
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jump activity
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stable convergence
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