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On non-standard limits of Brownian semi-stationary processes - MaRDI portal

On non-standard limits of Brownian semi-stationary processes (Q2512851)

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On non-standard limits of Brownian semi-stationary processes
scientific article

    Statements

    title
    On non-standard limits of Brownian semi-stationary processes (English)
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    author
    Kerstin Gärtner
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    Mark Podolskij
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    publication date
    30 January 2015
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    zbMATH Keywords
    Brownian semi-stationary processes
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    high frequency statistics
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    limit theorems
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    stable convergence
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    Identifiers

    Mathematics Subject Classification ID
    60F05
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    60F15
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    60F17
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    60G48
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    60G10
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    60H05
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    zbMATH DE Number
    6393561
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    OpenAlex ID
    W2159973384
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    arXiv ID
    1403.6484
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