Power variations for fractional type infinitely divisible random fields

Basse-O'Connor, Andreas; Pilipauskaite, Vytauté; Podolskij, Mark

doi:10.1214/21-EJP617

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Article (Scientific journals)

Power variations for fractional type infinitely divisible random fields

Basse-O'Connor, Andreas; Pilipauskaite, Vytauté; Podolskij, Mark

2021 • In Electronic Journal of Probability, 26, p. 1-35

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/51861

DOI
10.1214/21-EJP617

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Disciplines :

Mathematics

Author, co-author :

Basse-O'Connor, Andreas; Aarhus Universitet - AU > Department of Mathematics

Pilipauskaite, Vytauté ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)

Podolskij, Mark ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)

External co-authors :

yes

Language :

English

Title :

Power variations for fractional type infinitely divisible random fields

Publication date :

2021

Journal title :

Electronic Journal of Probability

ISSN :

1083-6489

Publisher :

Institute of Mathematical Statistics, Beachwood, United States - Ohio

Volume :

Pages :

1-35

Peer reviewed :

Peer Reviewed verified by ORBi

Additional URL :

https://doi.org/10.1214/21-EJP617

Available on ORBilu :

since 04 August 2022

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