Power variation for Itô integrals with respect to -stable processes

DOI10.1111/J.1467-9574.2010.00463.XMaRDI QIDQ6573271zbMATH OpenFDO

Authors José Manuel Corcuera, Gergely Farkas

Publication date 16 July 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

central limit theoremstable processespower variation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx)

Cites work

• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Power variation of some integral fractional processes
• Realized power variation and stochastic volatility models
• The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
• The central limit theorem for stochastic integrals with respect to Levy processes
• Variational Sums for Additive Processes

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