Power variation for a class of stationary increments Lévy driven moving averages (Q682272)
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scientific article; zbMATH DE number 6838125
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| default for all languages | No label defined |
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| English | Power variation for a class of stationary increments Lévy driven moving averages |
scientific article; zbMATH DE number 6838125 |
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Power variation for a class of stationary increments Lévy driven moving averages (English)
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14 February 2018
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power variation
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limit theorems
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moving averages
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fractional processes
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stable convergence
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high frequency data
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0.9012959599494934
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0.8759423494338989
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0.8683469295501709
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0.8642662167549133
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