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On limit theory for Lévy semi-stationary processes - MaRDI portal

On limit theory for Lévy semi-stationary processes (Q1708996)

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On limit theory for Lévy semi-stationary processes
scientific article

    Statements

    title
    On limit theory for Lévy semi-stationary processes (English)
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    author
    Andreas Basse-O'Connor
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    Claudio Heinrich
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    Mark Podolskij
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    published in
    Bernoulli
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    publication date
    27 March 2018
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    zbMATH Keywords
    high frequency data
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    Lévy semi-stationary processes
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    limit theorems
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    power variation
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    stable convergence
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    cites work
    Q5493536
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    Q5310518
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    Q5436594
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    Q3656682
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    Q4269108
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    Q4778955
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    Q4004188
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    Identifiers

    DOI
    10.3150/17-BEJ956
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    Mathematics Subject Classification ID
    60G51
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    60E07
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    60F05
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    zbMATH DE Number
    6853275
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    arXiv ID
    1604.02307
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