Asymptotic properties of realized power variations and related functionals of semimartingales

DOI10.1016/j.spa.2007.05.005zbMath1142.60022arXivmath/0604450OpenAlexW2081133178MaRDI QIDQ2476289

Publication date: 18 March 2008

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

Full work available at URL: https://arxiv.org/abs/math/0604450

zbMATH Keywords

central limit theorem quadratic variation semimartingale power variation

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

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