Multipower variation from generalized difference for fractional integral processes with jumps
type: Item
instance of: scholarly article
title: Multipower variation from generalized difference for fractional integral processes with jumps
zbMATH Open document ID: 1386.60091
DOI: 10.1080/03610926.2016.1217019
publication date: 2017-12-15T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6818854
zbMATH Keywords: central limit theorem
zbMATH Keywords: fractional integral process
zbMATH Keywords: high-frequency data
zbMATH Keywords: higher-order differences
zbMATH Keywords: multipower variation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2016.1217019
OpenAlex ID: W2521251535
published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 6818854