Multipower variation for Brownian semistationary processes


Autoria(s): Barndorff-Nielsen, O. E. (Ole E.); Corcuera Valverde, José Manuel; Podolskij, Mark
Contribuinte(s)

Universitat de Barcelona

Data(s)

18/04/2012

Identificador

http://hdl.handle.net/2445/23393

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