Power variation of fractional integral processes with jumps
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Publication:552984
DOI10.1016/j.spl.2011.01.016zbMath1227.60072OpenAlexW2069795296MaRDI QIDQ552984
Guangying Liu, Xin Sheng Zhang
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.016
Related Items (3)
Testing long memory based on a discretely observed process ⋮ Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps ⋮ Central limit theorems for power variation of Gaussian integral processes with jumps
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