Article (Scientific journals)
Asymptotic theory for quadratic variation of harmonizable fractional stable processes
Basse-O'Connor, Andreas; PODOLSKIJ, Mark
2024In Theory of Probability and Mathematical Statistics, 110, p. 3-12
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Disciplines :
Mathematics
Author, co-author :
Basse-O'Connor, Andreas
PODOLSKIJ, Mark  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
External co-authors :
no
Language :
English
Title :
Asymptotic theory for quadratic variation of harmonizable fractional stable processes
Publication date :
10 May 2024
Journal title :
Theory of Probability and Mathematical Statistics
ISSN :
0094-9000
eISSN :
1547-7363
Publisher :
American Mathematical Society, Providence, United States - Rhode Island
Special issue title :
Scale Invariance and Randomness
Volume :
110
Pages :
3-12
Peer reviewed :
Peer Reviewed verified by ORBi
European Projects :
H2020 - 815703 - STAMFORD - Statistical Methods For High Dimensional Diffusions
Name of the research project :
Statistical Methods For High Dimensional Diffusions
Funders :
ERC - European Research Council
Union Européenne
Funding number :
815703
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since 24 November 2023

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