Power variation of multiple fractional integrals (Q2454693): Difference between revisions

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+Evolution equations driven by a fractional Brownian motion
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+Convergence in law to the multiple fractional integral.
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Realized power variation and stochastic volatility models
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+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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+Sub-fractional Brownian motion and its relation to occupation times
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+Decoupled double stochastic fractional integrals
@@ Property / cites work: Decoupled double stochastic fractional integrals / rank @@
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+Power variation of some integral fractional processes
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+Multiple fractional integrals
@@ Property / cites work: Multiple fractional integrals / rank @@
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+Chaos decomposition of multiple fractional integrals and applications
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
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+Q3787245
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+Q3138640
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+Multiple Wiener integral
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+Q5180638
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+The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
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+Q4842684
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+Q4811448
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+Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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+Q3141895
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+Stratonovich integral and trace
@@ Property / cites work: Stratonovich integral and trace / rank @@
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+Some properties of the sub-fractional Brownian motion
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+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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+Estimation of integrated volatility in stochastic volatility models
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+Stochastic integration, trace and the skeleton of wiener functionals
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