Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model

Article (Scientific journals)

Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri

2015 • In Modern Stochastics: Theory and Applications, 2 (1), p. 29–49

Peer reviewed

Permalink
https://hdl.handle.net/10993/32887

DOI
10.15559/15-VMSTA24

Azmoodeh Asymptotic normality of randomized periodogram.pdf

Publisher postprint (228.69 kB)

All documents in ORBilu are protected by a user license.

Disciplines :

Mathematics

Author, co-author :

Azmoodeh, Ehsan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Sottinen, Tommi

Viitasaari, Lauri

External co-authors :

yes

Language :

English

Title :

Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model

Publication date :

2015

Journal title :

Modern Stochastics: Theory and Applications

Volume :

Issue :

Pages :

29–49

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 07 November 2017

Number of views

58 (6 by Unilu)

Number of downloads

2 (2 by Unilu)