Bipower Variation for Gaussian Processes with Stationary Increments
Year of publication: |
[2008]
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. |
Other Persons: | Corcuera, José Manuel (contributor) ; Podolskij, Mark (contributor) ; Woerner, Jeanette (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 8, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1148172 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C., (2013)
-
Triacca, Umberto, (2013)
-
Markovian switching of mutation rates in evolutionary network dynamics
Vlasic, Andrew Yardley, (2021)
- More ...
-
Multipower Variation for Brownian Semistationary Processes
Barndorff-Nielsen, Ole E., (2009)
-
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes
Barndorff-Nielsen, Ole E., (2010)
-
Bipower variation for Gaussian processes with stationary increments
Barndorff-Nielsen, Ole E., (2008)
- More ...