Power variation of fractional integral processes with jumps (Q552984): Difference between revisions

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+Testing for jumps in a discretely observed process
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+Power variation for Gaussian processes with stationary increments
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+Bipower Variation for Gaussian Processes with Stationary Increments
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+Econometric Analysis of Realized Volatility and its Use in Estimating 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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+Power Variation and Time Change
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+Limit theorems for multipower variation in the presence of jumps
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+Power variation of some integral fractional processes
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+Asymptotic properties of power variations of Lévy processes
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Q4856610
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+La variation d'ordre p des semi-martingales
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+Limit theorems for bipower variation of semimartingales
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+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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+An inequality of the Hölder type, connected with Stieltjes integration
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