Asymptotic properties of power variations of Lévy processes

ESAIM - Probability and Statistics

Volumn 11, Issue , 2007, Pages 173-196

  Jacod, Jean ^a,b  

^a INSTITUT DE MATHÉMATIQUES DE JUSSIEU   (France)

^b CNRS   (France)

Author keywords

Central limit theorem; L vy processes; Power variation; Quadratic variation

Indexed keywords

EID: 34547522525     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2007013     Document Type: Article

References (13)