Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (Q2838135)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes |
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Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (English)
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8 July 2013
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Brownian semi-stationary processes
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central limit theorem
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Gaussian processes
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high frequency observations
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higher order differences
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multipower variation
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stable convergence
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