A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (Q3423702)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes |
scientific article |
Statements
A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (English)
0 references
15 February 2007
0 references
central limit theorem
0 references
\(p\)-variation
0 references
realized power variation
0 references
stable processes
0 references
Young inequality
0 references
0 references
0 references
