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dc.contributor.authorGlaser, Sven-
dc.date.accessioned2015-10-07T12:55:55Z-
dc.date.available2015-10-07T12:55:55Z-
dc.date.issued2015-09-
dc.identifier.urihttp://hdl.handle.net/2003/34261-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-16338-
dc.description.abstractIn 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.isoen-
dc.subjectfractional Lévy processesen
dc.subjectlimit theoremsen
dc.subjectinfinitely divisible distributionsen
dc.subjectpower variationen
dc.subject.ddc610-
dc.titleA distributional limit theorem for the realized power variation of linear fractional stable motionsen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access-
Appears in Collections:Preprints der Fakultät für Mathematik

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