Bipower Variation for Gaussian Processes with Stationary Increments
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Publication:3621152
DOI10.1239/jap/1238592121zbMath1176.60029OpenAlexW3124214918MaRDI QIDQ3621152
Mark Podolskij, Jeannette H. C. Woerner, José Manuel Corcuera, Ole Eiler Barndorff-Nielsen
Publication date: 14 April 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1238592121
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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