Power variation for a class of stationary increments Lévy driven moving averages
Basse-O’Connor, Andreas, Lachièze-Rey, Raphaël, Podolskij, MarkVolume:
45
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/16-AOP1170
Date:
November, 2017
File:
PDF, 496 KB
english, 2017