Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
| Autor: | Clausel, M., Roueff, F., Taqqu, M.S., Tudor, C. |
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| Zdroj: | In Stochastic Processes and their Applications July 2014 124(7):2517-2541 |
| Databáze: | ScienceDirect |
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