Power variation of fractional integral processes with jumps (Q552984): Difference between revisions
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| Property / author | |||
| Property / author: Xin Sheng Zhang / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5932047 / rank | |||
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| Property / zbMATH Keywords | |||
realized power variation | |||
| Property / zbMATH Keywords: realized power variation / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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jump process | |||
| Property / zbMATH Keywords: jump process / rank | |||
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central limit theorem | |||
| Property / zbMATH Keywords: central limit theorem / rank | |||
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high frequency | |||
| Property / zbMATH Keywords: high frequency / rank | |||
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Revision as of 13:05, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation of fractional integral processes with jumps |
scientific article |
Statements
Power variation of fractional integral processes with jumps (English)
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26 July 2011
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realized power variation
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long memory
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jump process
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central limit theorem
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high frequency
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