Power variation for Gaussian processes with stationary increments (Q1019612)
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scientific article; zbMATH DE number 5561592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation for Gaussian processes with stationary increments |
scientific article; zbMATH DE number 5561592 |
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Power variation for Gaussian processes with stationary increments (English)
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4 June 2009
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central limit theorem
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chaos expansion
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Gaussian processes
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high-frequency data
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multiple Wiener-Itô integrals
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power variation
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