Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownianfractional Brownian model
Year of publication
2015
Authors
Azmoodeh, Ehsan; Sottinen, Tommi; Viitasaari, Lauri
Organizations and authors
Aalto University
Viitasaari Lauri 
Publication type
Publication format
Article
Parent publication type
Journal
Article type
Original article
Audience
ScientificPeer-reviewed
Peer-ReviewedMINEDU's publication type classification code
A1 Journal article (refereed), original researchPublication channel information
Publisher
Volume
2
Issue
1
Pages
29-49
ISSN
Publication forum
Publication forum level
1
Open access
Open access in the publisher’s service
No
Self-archived
No
Other information
Fields of science
Mathematics; Statistics and probability; Computer and information sciences; Business and management
Internationality of the publisher
International
Language
English
International co-publication
Yes
Co-publication with a company
No
The publication is included in the Ministry of Education and Culture’s Publication data collection
Yes