Power variation for a class of stationary increments Lévy driven moving averages (Q682272)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Power variation for a class of stationary increments Lévy driven moving averages |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
14 February 2018
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
0.9012959599494934
0 references
0.8759423494338989
0 references
0.8683469295501709
0 references
0.8642662167549133
0 references
