scientific article; zbMATH DE number 6310763
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Publication:5166121
zbMATH Open1299.60019MaRDI QIDQ5166121FDOQ5166121
Publication date: 30 June 2014
Title of this publication is not available (Why is that?)
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Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05)
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- A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
- Power Variation and Time Change
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated 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
- 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
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- Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
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