Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152)
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scientific article; zbMATH DE number 5543698
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| English | Bipower Variation for Gaussian Processes with Stationary Increments |
scientific article; zbMATH DE number 5543698 |
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Bipower Variation for Gaussian Processes with Stationary Increments (English)
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14 April 2009
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Bipower variation
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central limit theorem
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chaos expansion
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Gaussian process
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multiple Wiener-Itô integrals
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0.8950225114822388
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0.83247309923172
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0.8144564628601074
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