Power variation of fractional integral processes with jumps (Q552984)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation of fractional integral processes with jumps |
scientific article |
Statements
Power variation of fractional integral processes with jumps (English)
0 references
26 July 2011
0 references
realized power variation
0 references
long memory
0 references
jump process
0 references
central limit theorem
0 references
high frequency
0 references
0 references
0 references
0 references
