Power variation of fractional integral processes with jumps (Q552984)
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scientific article; zbMATH DE number 5932047
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| English | Power variation of fractional integral processes with jumps |
scientific article; zbMATH DE number 5932047 |
Statements
Power variation of fractional integral processes with jumps (English)
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26 July 2011
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realized power variation
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long memory
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jump process
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central limit theorem
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high frequency
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0.9651364
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0.9345844
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0.91703284
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0.89099675
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0.8907135
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0.8834303
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0.8804208
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