SPECTRAL CHARACTERIZATION OF THE OPTIONAL QUADRATIC VARIATION PROCESS
[摘要] In this paper we show how the periodogram of a semimartingale can be used to characterize the optional quadratic variation process.
[发布日期] 1994-11-01 [发布机构]
[效力级别] [学科分类]
[关键词] SEMIMARTINGALE;QUADRATIC VARIATION;PERIODOGRAM [时效性]
