Pages that link to "Item:Q3621152"
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The following pages link to Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152):
Displaying 21 items.
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Power variation of fractional integral processes with jumps (Q552984) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Central limit theorems for multiple Skorokhod integrals (Q966511) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Quadratic variation for Gaussian processes and application to time deformation (Q1613618) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- New central limit theorems for functionals of Gaussian processes and their applications (Q1930612) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135) (← links)
- Ambit Processes, Their Volatility Determination and Their Applications (Q2946095) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730) (← links)
- Power variation for Itô integrals with respect to \(\alpha\)-stable processes (Q6573271) (← links)
