scientific article; zbMATH DE number 6310763

zbMATH Open1299.60019MaRDI QIDQ5166121FDOQ5166121

Authors: Shibin Zhang, Zhengyan Lin 

Publication date: 30 June 2014

Title of this publication is not available (Why is that?)

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zbMATH Keywords

central limit theorempower variationstable processtime-changed Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05)

Cited In (15)

• A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
• On the convergence of quadratic variation for compound fractional Poisson processes
• Limit theorems for power variations of ambit fields driven by white noise
• Power Variation and Time Change
• A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
• Asymptotic theory for quadratic variation of harmonizable fractional stable processes
• A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes
• Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data
• Asymptotic properties of power variations of Lévy processes
• How close are time series to power tail Lévy diffusions?
• Limit theorems for multipower variation in the presence of jumps
• A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
• Title not available (Why is that?)
• Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes

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