Limit theorems for functionals of higher order differences of Brownian semi-stationary processes

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Bibliographic Details
Main Authors: Barndorff-Nielsen, Ole E. (Author) , Corcuera, José Manuel (Author) , Podolskij, Mark (Author)
Format: Chapter/Article
Language:English
Published: 2013
In: Prokhorov and contemporary probability theory
Year: 2013, Pages: 69-96
Online Access: Get full text
Author Notes:Ole E. Barndorff-Nielsen; José Manuel Corcuera; Mark Podolskij
Description
ISBN:9783642335488
3642335489