Central limit theorems for power variation of Gaussian integral processes with jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-013-4736-4.pdf
Reference36 articles.
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3. Aït-Sahalia Y, Jacod J. Is Brownian motion necessary to model high-frequency data? Ann Statist, 2010, 38: 3093–3128
4. Barndorff-Nielsen O E, Corcuera J M, Podolskij M. Power variation for Gaussian processes with stationary increments. Stoch Proc Appl, 2009, 119: 1845–1865
5. Barndorff-Nielsen O E, Corcuera J M, Podolskij M, et al. Bipower variation for Gaussian processes with stationary increments. J Appl Probab, 2009, 46: 132–150
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