On limit theory for Lévy semi-stationary processes
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DOI: 10.3150/17-bej956
Abstract: In this paper we present some limit theorems for power variation of Levy semi-stationary processes in the setting of infill asymptotics. Levy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving average… read more here.
Keywords: levy semi; semi stationary; theory semi; limit theory ... See more keywords