期刊论文详细信息
| STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 卷:54 |
| SPECTRAL CHARACTERIZATION OF THE OPTIONAL QUADRATIC VARIATION PROCESS | |
| Article | |
| DZHAPARIDZE, K ; SPREIJ, P | |
| 关键词: SEMIMARTINGALE; QUADRATIC VARIATION; PERIODOGRAM; | |
| DOI : 10.1016/0304-4149(94)00011-5 | |
| 来源: Elsevier | |
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【 摘 要 】
In this paper we show how the periodogram of a semimartingale can be used to characterize the optional quadratic variation process.
【 授权许可】
Free
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| 10_1016_0304-4149(94)00011-5.pdf | 570KB |  download |
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