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Power variation of fractional integral processes with jumps
Authors:Guangying Liu  Xinsheng Zhang
Institution:
  • a Department of Statistics, School of Management, Fudan University, 204330, PR China
  • b Department of Mathematics and Statistics, Nanjing Audit University, 210029, PR China
  • Abstract:
    Keywords:Realized power variation  Long memory  Jump process  Central limit theorem  High frequency
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