Aarhus University Seal / Aarhus Universitets segl

Power variation for a class of stationary increments Levy driven moving averages

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Power variation for a class of stationary increments Levy driven moving averages. / Basse-O'Connor, Andreas; Lachieze-Rey, Raphael; Podolskij, Mark.

In: Annals of Probability, Vol. 45, No. 6B, 2017, p. 4477-4528.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

APA

CBE

MLA

Vancouver

Author

Basse-O'Connor, Andreas ; Lachieze-Rey, Raphael ; Podolskij, Mark. / Power variation for a class of stationary increments Levy driven moving averages. In: Annals of Probability. 2017 ; Vol. 45, No. 6B. pp. 4477-4528.

Bibtex

@article{d204fb17ca9a4c068a5a37e9d3b66288,
title = "Power variation for a class of stationary increments Levy driven moving averages",
author = "Andreas Basse-O'Connor and Raphael Lachieze-Rey and Mark Podolskij",
year = "2017",
doi = "10.1214/16-AOP1170",
language = "English",
volume = "45",
pages = "4477--4528",
journal = "Annals of Probability",
issn = "0091-1798",
publisher = "Institute of Mathematical Statistics",
number = "6B",

}

RIS

TY - JOUR

T1 - Power variation for a class of stationary increments Levy driven moving averages

AU - Basse-O'Connor, Andreas

AU - Lachieze-Rey, Raphael

AU - Podolskij, Mark

PY - 2017

Y1 - 2017

U2 - 10.1214/16-AOP1170

DO - 10.1214/16-AOP1170

M3 - Journal article

VL - 45

SP - 4477

EP - 4528

JO - Annals of Probability

JF - Annals of Probability

SN - 0091-1798

IS - 6B

ER -