Spectral characterization of the optimal quadratic variation process (Q1343601)
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scientific article; zbMATH DE number 713922
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| English | Spectral characterization of the optimal quadratic variation process |
scientific article; zbMATH DE number 713922 |
Statements
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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0.88819706
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0.8826542
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0.87625724
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0.8679476
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0.86696476
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0.8624552
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