Power variation for Gaussian processes with stationary increments
type: Item
instance of: scholarly article
title: Power variation for Gaussian processes with stationary increments
zbMATH Open document ID: 1165.60017
author: José Manuel Corcuera
author: Mark Podolskij
author: Ole E. Barndorff-Nielsen
published in: Stochastic Processes and their Applications
publication date: 2009-06-04T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5561592
zbMATH Keywords: central limit theorem
zbMATH Keywords: chaos expansion
zbMATH Keywords: Gaussian processes
zbMATH Keywords: high-frequency data
zbMATH Keywords: multiple Wiener-Itô integrals
zbMATH Keywords: power variation
MaRDI profile type: Publication
full work available at URL: j.spa.2008.09.004
OpenAlex ID: W2033230540
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DOI: 10.1016/J.SPA.2008.09.004
description: scientific article; zbMATH DE number 5561592