Asymptotic Theory for Power Variation of LSS Processes
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-94129-5_3
Reference34 articles.
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4. Barndorff-Nielsen, O. E., Corcuera, J. & Podolskij, M. (2013b), Limit theorems for functionals of higher order differences of Brownian semistationary processes, in A. E. Shiryaev, S. R. S. Varadhan & E. Presman, eds, ‘Prokhorov and Contemporary Probability’, Vol. 33 of Springer Proceedings in Mathematics and Statistics, pp. 69–96.
5. Barndorff-Nielsen, O. E., Graversen, S. E., Jacod, J., Podolskij, M. & Shephard, N. (2006a), A central limit theorem for realised power and bipower variations of continuous semimartingales, in ‘From stochastic calculus to mathematical finance’, Springer, Berlin, pp. 33–68.
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