Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders Academic Article

authors

publication date

March 7, 2014

published in

Stochastic Processes and their Applications Journal

Digital Object Identifier (DOI)

https://doi.org/10.1016/j.spa.2014.02.013

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W1983523208 Global Citation Count

start page

2517

end page

2541

volume

124

issue

7