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

Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	29-49
Journal	Modern Stochastics: Theory and Applications
Volume	2
Issue number	1
Publication status	Published - 2015
MoE publication type	A1 Journal article-refereed

Cite this

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title = "Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownianfractional Brownian model",

author = "Ehsan Azmoodeh and Tommi Sottinen and Lauri Viitasaari",

year = "2015",

language = "English",

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pages = "29--49",

journal = "Modern Stochastics: Theory and Applications",

issn = "2351-6054",

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T1 - Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownianfractional Brownian model

AU - Azmoodeh, Ehsan

AU - Sottinen, Tommi

AU - Viitasaari, Lauri

PY - 2015

Y1 - 2015

M3 - Article

VL - 2

SP - 29

EP - 49

JO - Modern Stochastics: Theory and Applications

JF - Modern Stochastics: Theory and Applications

SN - 2351-6054

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