Power variation for a class of stationary increments Lévy driven moving averages (Q682272)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Power variation for a class of stationary increments Lévy driven moving averages
scientific article

    Statements

    Power variation for a class of stationary increments Lévy driven moving averages (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    14 February 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    power variation
    0 references
    limit theorems
    0 references
    moving averages
    0 references
    fractional processes
    0 references
    stable convergence
    0 references
    high frequency data
    0 references
    0 references