Spectral characterization of the optimal quadratic variation process

DOI10.1016/0304-4149(94)00011-5MaRDI QIDQ1343601zbMATH OpenOpenAlexFDO

Authors Peter Spreij, Kacha Dzhaparidze

Publication date 18 June 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)00011-5

zbMATH Keywords

optional quadratic variation processperiodogram of a semimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

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Cites work

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• A Strong Limit Theorem for Gaussian Processes
• La variation d'ordre p des semi-martingales
• Variation Quadratique Des Martingales Continues a Droite

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