Power variations for fractional type infinitely divisible random fields
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Publication:2042821
DOI10.1214/21-EJP617zbMath1469.60073arXiv2008.01412MaRDI QIDQ2042821
Vytautė Pilipauskaitė, Andreas Basse-O'Connor, Mark Podolskij
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.01412
Random fields (60G60) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Random measures (60G57)
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Cites Work
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