On critical cases in limit theory for stationary increments Lévy driven moving averages (Q2974869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On critical cases in limit theory for stationary increments Lévy driven moving averages |
scientific article |
Statements
On critical cases in limit theory for stationary increments Lévy driven moving averages (English)
0 references
11 April 2017
0 references
power variation
0 references
limit theorems
0 references
moving averages
0 references
fractional processes
0 references
stable convergence
0 references
high frequency data
0 references