A distributional limit theorem for the realized power variation of linear fractional stable motions

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.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.identifier.uri	http://hdl.handle.net/2003/34261
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-16338
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
eldorado.dnb.deposit	false	de

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