Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
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Publication:2838135
DOI10.1007/978-3-642-33549-5_4zbMath1273.60021MaRDI QIDQ2838135
José Manuel Corcuera, Mark Podolskij, Ole Eiler Barndorff-Nielsen
Publication date: 8 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-33549-5_4
Gaussian processes; central limit theorem; stable convergence; high frequency observations; multipower variation; higher order differences; Brownian semi-stationary processes
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