Asymptotic properties for power variation of Gaussian integral processes with jumps

MaRDI QIDQ4901568zbMATH OpenFDO

Authors Guangying Liu, Xinsheng Zhang

Publication date 24 January 2013

zbMATH Keywords

central limit theoremsGaussian processeshigh frequency datalarge number lawLévy processespower variation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic processes (60G99)

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Cited in

(11)

• On limit theory for Lévy semi-stationary processes
• Asymptotic properties of realized power variations and related functionals of semimartingales
• Limit theorems for multipower variation in the presence of jumps
• On the order of magnitude of sums of negative powers of integrated processes
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps
• scientific article; zbMATH DE number 698681 (Why is no real title available?)
• Central limit theorems for power variation of Gaussian integral processes with jumps
• 带跳的分数维Brown 运动幂变差的渐近行为
• Asymptotic properties for power variations of fractional integral processes with jumps
• Power variation of fractional integral processes with jumps

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