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Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model

AZMOODEH, Ehsan; Sottinen, Tommi; Viitasaari, Lauri

2015 • In Modern Stochastics: Theory and Applications, 2 (1), p. 29–49

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Azmoodeh Asymptotic normality of randomized periodogram.pdf

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