Estimating the p-Variation Index of a Sample Function: An...

Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set

Rimas Norvaiša, Donna Mary Salopek
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Volume:
4
Language:
english
Pages:
27
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1023/a:1015753313674
Date:
March, 2002
File:
PDF, 468 KB
english, 2002
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