A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities
In this paper we present some new limit theorems for power variations of stationary increment Lévy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab. 45(6B) (2017), 4477–4528, Festschrift for Bernt Øksendal, Stochastics 81(1) (2017), 360–383] u...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2018-08-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/journal/VMSTA/article/122/info |