Spectral characterization of the optional quadratic variation process
| Year of publication: |
1994
|
|---|---|
| Authors: | Dzhaparidze, Kacha ; Spreij, Peter |
| Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 54.1994, 1, p. 165-174
|
| Publisher: |
Elsevier |
| Subject: | Semimartingale Quadratic variation Periodogram |