Azmoodeh, Ehsan; Valkeila, Esko - In: Statistical Inference for Stochastic Processes 16 (2013) 2, pp. 97-112
Dzhaparidze and Spreij (Stoch Process Appl, 54:165–174, <CitationRef CitationID="CR5">1994</CitationRef>) showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This class contains...</citationref>
