Asymptotic properties of power variations of Lévy processes

Author: Jacod Jean  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|173-196

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-06, pp. : 173-196

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Abstract