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Asymptotics of weighted random sums
2 references·1 citing·12 second hop
Asymptotics of weighted random sums (2014)Asymptotics of weighted random sumsPower variation of some integral fractional processes (2006)Power variation of some integ…La variation d'ordre p des semi-martingales (1976)La variation d'ordre p des se…Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions (2021)Crank–Nicolson scheme for sto…Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion (2007)Power variation for Gaussian processes with stationary increments (2008)Multipower variation for Brownian semistationary processes (2011)Integration with respect to fractal functions and stochastic calculus. I (1998)Limit Theorems for Stochastic Processes (2003)Multidimensional Stochastic Processes as Rough Paths (2010)Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (1982)Activity signature functions for high-frequency data analysis (2009)Realized Skewness (2012)
this work references cited by second hop

References

  • 1976La variation d'ordre p des semi-martingales222 cited
  • 2006Power variation of some integral fractional processes110 cited

Cited by

  • 2021Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions23 cited

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