Stable CLTs and Rates for Power Variation of α-Stable Lévy Processes

Methodology and Computing in Applied Probability

Volumn 17, Issue 1, 2015, Pages 73-90

  Gairing, Jan M ^a   Imkeller, Peter ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Brownian bridge; Central limit theorem; Empirical distribution function; Fourier transform; L vy process; Minimum distance estimator; Power variation; Rate of convergence; Stable process; Tail probability

Indexed keywords

EID: 84889767403     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-013-9378-z     Document Type: Article

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