Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Glaser, Sven | - |
dc.date.accessioned | 2015-10-07T12:55:55Z | - |
dc.date.available | 2015-10-07T12:55:55Z | - |
dc.date.issued | 2015-09 | - |
dc.identifier.uri | http://hdl.handle.net/2003/34261 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-16338 | - |
dc.description.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. | en |
dc.language.iso | en | - |
dc.subject | fractional Lévy processes | en |
dc.subject | limit theorems | en |
dc.subject | infinitely divisible distributions | en |
dc.subject | power variation | en |
dc.subject.ddc | 610 | - |
dc.title | A distributional limit theorem for the realized power variation of linear fractional stable motions | en |
dc.type | Text | de |
dc.type.publicationtype | preprint | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Preprints der Fakultät für Mathematik |
Files in This Item:
File | Description | Size | Format | |
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Preprint 2015-11.pdf | 428.19 kB | Adobe PDF | View/Open |
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