Jeanette Woerner

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

68

SSRN CITATIONS

0

CROSSREF CITATIONS

12

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Bipower Variation for Gaussian Processes with Stationary Increments

Number of pages: 29 Posted: 22 Jun 2008
Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij and Jeanette Woerner
University of Aarhus - Thiele Centre, Department of Mathematical Sciences, University of Barcelona, Aarhus University - School of Business and Social Sciences and affiliation not provided to SSRN
Downloads 68 (495,927)
Citation 13

Abstract:

Loading...

Bipower Variation, Central Limit Theorem, Chaos Expansion, Gaussian Processes, Multiple Wiener-Itô Integrals