Spectral characterization of the optimal quadratic variation process (Q1343601): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A Strong Limit Theorem for Gaussian Processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3915688 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Variation Quadratique Des Martingales Continues a Droite / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3218973 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4001786 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5624436 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3774629 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: La variation d'ordre p des semi-martingales / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3995465 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3996259 / rank | |||
Normal rank | |||
Latest revision as of 11:34, 23 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral characterization of the optimal quadratic variation process |
scientific article |
Statements
Spectral characterization of the optimal quadratic variation process (English)
0 references
18 June 1995
0 references
The authors prove some results on how to characterize the optional quadratic variation process via the periodogram of a semimartingale.
0 references
optional quadratic variation process
0 references
periodogram of a semimartingale
0 references
