Asymptotic properties for power variation of Gaussian integral processes with jumps (Q4901568)
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scientific article; zbMATH DE number 6130020
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| English | Asymptotic properties for power variation of Gaussian integral processes with jumps |
scientific article; zbMATH DE number 6130020 |
Statements
24 January 2013
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Gaussian processes
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Lévy processes
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power variation
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high frequency data
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central limit theorems
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large number law
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0.9096850156784058
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0.9003689885139465
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0.8898127675056458
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0.8657121658325195
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0.8502575755119324
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