Power variation for Itô integrals with respect to α‐stable processes

José Manuel Corcuera and Gergely Farkas

Statistica Neerlandica, 2010, vol. 64, issue 3, 276-289

Abstract: In this article we consider the asymptotic behavior of the power variation of processes of the form , where Sα is an α‐stable process with index of stability 0

Date: 2010
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https://doi.org/10.1111/j.1467-9574.2010.00463.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:64:y:2010:i:3:p:276-289

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