Pages that link to "Item:Q850768"

The following pages link to Power variation of some integral fractional processes (Q850768):

Displaying 15 items.

• A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
• Quantitative Breuer-Major theorems (Q544489) (← links)
• Power variation of fractional integral processes with jumps (Q552984) (← links)
• Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) (← links)
• On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
• Stein's method on Wiener chaos (Q839413) (← links)
• Stable convergence of multiple Wiener--Itô integrals (Q939135) (← links)
• Central limit theorems for multiple Skorokhod integrals (Q966511) (← links)
• Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
• Convergence of certain functionals of integral fractional processes (Q1047151) (← links)