Multipower variation for Brownian semistationary processes
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
18/04/2012
|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Bernoulli Society for Mathematical Statistics and Probability |
| Direitos |
(c) ISI/BS, International Statistical Institute, Bernoulli Society, 2011 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Processos de moviment brownià #Teorema del límit central #Processos gaussians #Brownian motion processes #Central limit theorem #Gaussian processes |
| Tipo |
info:eu-repo/semantics/article |