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Power variation of some integral fractional processes

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References

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2008Power variation for Gaussian processes with stationary increments79 cited
2011Multipower variation for Brownian semistationary processes77 cited

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2020High-frequency analysis of parabolic stochastic PDEs47 cited

2010Central limit theorems for multiple Skorohod integrals43 cited

2008Weighted power variations of iterated Brownian motion41 cited

2007Inference in Lévy-type stochastic volatility models36 cited

2008Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion34 cited

2009Bipower Variation for Gaussian Processes with Stationary Increments33 cited

2009Milstein’s type schemes for fractional SDEs33 cited

2014Assessing relative volatility/ intermittency/energy dissipation30 cited

2021Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps29 cited

2014Asymptotics of weighted random sums26 cited