Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251)
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scientific article; zbMATH DE number 6247818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps |
scientific article; zbMATH DE number 6247818 |
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Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (English)
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20 January 2014
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realized multipower variation
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realized threshold bipower variation
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semimartingale
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central limit theorem
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high frequency
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Gaussian integral process
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