Central limit theorems for power variation of Gaussian integral processes with jumps

DOI10.1007/s11425-013-4736-4zbMath1309.60013OpenAlexW2041610073MaRDI QIDQ477150

Guangying Liu, Jiashan Tang, Xin Sheng Zhang

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-013-4736-4

zbMATH Keywords

central limit theoremnon-Gaussian Lévy processGaussian integral processesrealized power variation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic processes (60G99) Stochastic integrals (60H05)

Uses Software

• longmemo

Cites Work

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