Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models

DOI10.1524/stnd.21.1.47.20316zbMath1046.62084OpenAlexW1521617046MaRDI QIDQ4454295

Jeannette H. C. Woerner

Publication date: 8 March 2004

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/da6d8d39a176311bacc71426699a23b0da99edbe

zbMATH Keywords

model selectionsemimartingaleslimit theoremLévy processpower variationquadratiic variation

Mathematics Subject Classification ID

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