Power variation of fractional integral processes with jumps
type: Item
instance of: scholarly article
title: Power variation of fractional integral processes with jumps
zbMATH Open document ID: 1227.60072
author: Guangying Liu
author: Xinsheng Zhang
published in: Statistics \& Probability Letters
publication date: 2011-07-26T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 5932047
zbMATH Keywords: realized power variation
zbMATH Keywords: long memory
zbMATH Keywords: jump process
zbMATH Keywords: central limit theorem
zbMATH Keywords: high frequency
MaRDI profile type: Publication
full work available at URL: j.spl.2011.01.016
OpenAlex ID: W2069795296
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DOI: 10.1016/J.SPL.2011.01.016
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description: scientific article; zbMATH DE number 5932047