Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bipower Variation for Gaussian Processes with Stationary Increments |
scientific article |
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Bipower Variation for Gaussian Processes with Stationary Increments (English)
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14 April 2009
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Bipower variation
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central limit theorem
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chaos expansion
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Gaussian process
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multiple Wiener-Itô integrals
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