Spectral characterization of the optimal quadratic variation process

DOI10.1016/0304-4149(94)00011-5zbMath0814.60042MaRDI QIDQ1343601

Peter Spreij, Kacha Dzhaparidze

Publication date: 18 June 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00011-5

zbMATH Keywords

optional quadratic variation process; periodogram of a semimartingale

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60H05: Stochastic integrals

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Cites Work

• A Strong Limit Theorem for Gaussian Processes
• La variation d'ordre p des semi-martingales
• Variation Quadratique Des Martingales Continues a Droite
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