On limit theory for Lévy semi-stationary processes (Q1708996)
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scientific article
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| English | On limit theory for Lévy semi-stationary processes |
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On limit theory for Lévy semi-stationary processes (English)
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27 March 2018
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high frequency data
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Lévy semi-stationary processes
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limit theorems
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power variation
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stable convergence
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0.86191845
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0.85915315
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0.7986597
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0.77001125
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0.7692261
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0.7495899
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0.7486129
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0.7452595
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