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

Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari

Tutkimustuotos: Lehtiartikkeli › Article › Scientific › vertaisarvioitu

Alkuperäiskieli	Englanti
Sivut	29-49
Julkaisu	Modern Stochastics: Theory and Applications
Vuosikerta	2
Numero	1
Tila	Julkaistu - 2015
OKM-julkaisutyyppi	A1 Julkaistu artikkeli, soviteltu

OpenUrl-saatavuus

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

year = "2015",

language = "English",

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journal = "Modern Stochastics: Theory and Applications",

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TY - JOUR

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

IS - 1

ER -