Power variation for Gaussian processes with stationary increments

Corcuera, Jose Manuel, Barndorff-Nielsen, Ole E., Corcuera, José Manuel, Podolskij, Mark . Stochastic Processes and their Applications 2009. 119 (6) :1845-1865

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Bibtex

@article{CIS-235122,
  Author = {Corcuera, Jose Manuel and Barndorff-Nielsen, Ole E. and Corcuera, José Manuel and Podolskij, Mark},
  Title = {Power variation for Gaussian processes with stationary increments},
  Journal = {Stochastic Processes and their Applications},
  Volume = {119},
  Number = {6},
  Year = {2009},
  Pages = {1845--1865},
  Keywords = {Central limit theorem, high-frequency data, chaos expansion, Multiple Wiener-Itô integrals}
}

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