Computation of \(p\)-variation

DOI10.1007/s10986-018-9414-3zbMath1407.26015OpenAlexW2899861965MaRDI QIDQ1728110

Vygantas Butkus, Rimas Norvaiša

Publication date: 22 February 2019

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-018-9414-3

zbMATH Keywords

computation\(p\)-variationpiecewise monotone function

Mathematics Subject Classification ID

Functions of bounded variation, generalizations (26A45)

Related Items (2)

Uniform asymptotic normality of weighted sums of short-memory linear processes ⋮ p-Variation of CUSUM process and testing change in the mean

Uses Software

• R
• pvar

Cites Work

• Unnamed Item
• Rough functions: \(p\)-variation, calculus, and index estimation
• Convergence in law of partial sum processes in \(p\)-variation norm
• Representing the algebra of regulated functions as an algebra of continuous functions
• Differential equations driven by rough signals
• Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
• The \(p\)-variation of partial sum processes and the empirical process
• Estimating the \(p\)-variation index of a sample function: an application to financial data set
• Concrete Functional Calculus
• Multidimensional Stochastic Processes as Rough Paths

This page was built for publication: Computation of \(p\)-variation