Power variations for fractional type infinitely divisible random fields

DOI10.1214/21-EJP617zbMath1469.60073arXiv2008.01412MaRDI QIDQ2042821

Vytautė Pilipauskaitė, Andreas Basse-O'Connor, Mark Podolskij

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.01412

zbMATH Keywords

limit theoremsinfill asymptoticsmoving averagesstable convergencepower variationfractional fields

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Random measures (60G57)

Related Items (1)

Local scaling limits of Lévy driven fractional random fields

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