Power variation for Gaussian processes with stationary increments (Q1019612)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5561592
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Power variation for Gaussian processes with stationary increments |
scientific article; zbMATH DE number 5561592 |
Statements
Power variation for Gaussian processes with stationary increments (English)
0 references
4 June 2009
0 references
central limit theorem
0 references
chaos expansion
0 references
Gaussian processes
0 references
high-frequency data
0 references
multiple Wiener-Itô integrals
0 references
power variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8950225114822388
0 references
0.8947610259056091
0 references
0.8361217379570007
0 references
