位置：成果数据库 > 期刊 > 期刊详情页
Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes wi
  • ISSN号：0378-3758
  • 期刊名称：JOURNAL OF STATISTICAL PLANNING AND INFERENCE
  • 时间：2013.8.8
  • 页码：1307-1319
  • 相关项目：广义O-U型过程的统计推断问题研究
作者： Liu, Guangying|Wei, Zhengyuan|Zhang, Xinsheng|
同期刊论文项目
广义O-U型过程的统计推断问题研究
期刊论文 10
同项目期刊论文
带跳的Gauss积分过程幂变差的渐近行为
Power variation of fractional integral processes with jumps
Variable selection using penalized empirical likelihood
A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric a
Stochastic comparisons of series systems with heterogeneous Weibull components
Model Selection for Vector Autoregressive Processes via Adaptive Lasso
Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy p
带跳的分数维Brown运动幂变差的渐近行为