Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 13:04, 5 March 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
14 April 2009
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