Multipower variation from generalized difference for fractional integral processes with jumps (Q4598006)
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scientific article; zbMATH DE number 6818854
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| English | Multipower variation from generalized difference for fractional integral processes with jumps |
scientific article; zbMATH DE number 6818854 |
Statements
Multipower variation from generalized difference for fractional integral processes with jumps (English)
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15 December 2017
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central limit theorem
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fractional integral process
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high-frequency data
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higher-order differences
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multipower variation
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0.9002331495285034
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0.8716022372245789
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0.8521002531051636
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0.8466741442680359
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0.8378086686134338
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