Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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Publication:4454295
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- A law of iterated logarithm for the subfractional Brownian motion and an application
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- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
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- Inference on the Lévy measure in case of noisy observations
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation
- Bipower Variation for Gaussian Processes with Stationary Increments
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