A note on the central limit theorem for bipower variation of general functions
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Publication:927926
DOI10.1016/j.spa.2007.07.009zbMath1139.60310OpenAlexW2163822069MaRDI QIDQ927926
Mark Podolskij, Silja Kinnebrock
Publication date: 10 June 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.07.009
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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