|Title:||A distributional limit theorem for the realized power variation of linear fractional stable motions|
|Abstract:||In this article we deduce a distributional theorem for the realized power variation of linear fractional stable motions. This theorem is proven by choosing the technique of subordination to reduce the proof to a Gaussian limit theorem based on Malliavin-calculus.|
|Subject Headings:||fractional Lévy processes|
infinitely divisible distributions
|Appears in Collections:||Preprints der Fakultät für Mathematik|
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