On limit theory for Lévy semi-stationary processes (Q1708996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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