Spectral characterization of the optimal quadratic variation process (Q1343601)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral characterization of the optimal quadratic variation process |
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Spectral characterization of the optimal quadratic variation process (English)
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18 June 1995
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The authors prove some results on how to characterize the optional quadratic variation process via the periodogram of a semimartingale.
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optional quadratic variation process
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periodogram of a semimartingale
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