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

Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)29-49
JournalModern Stochastics: Theory and Applications
Volume2
Issue number1
Publication statusPublished - 2015
MoE publication typeA1 Journal article-refereed

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