Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes

DOI10.1007/978-3-642-33549-5_4zbMath1273.60021OpenAlexW2097372498MaRDI QIDQ2838135

José Manuel Corcuera, Mark Podolskij, Ole Eiler Barndorff-Nielsen

Publication date: 8 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33549-5_4

zbMATH Keywords

Gaussian processescentral limit theoremstable convergencehigh frequency observationsmultipower variationhigher order differencesBrownian semi-stationary processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

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