Power variation for a class of stationary increments Lévy driven moving averages (Q682272)

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Power variation for a class of stationary increments Lévy driven moving averages
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    Power variation for a class of stationary increments Lévy driven moving averages (English)
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    14 February 2018
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    power variation
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    limit theorems
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    moving averages
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    fractional processes
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    stable convergence
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    high frequency data
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