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Modified weighted power variations of the Hermite process and applications to integrated volatility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ayache, Antoine, Loosveldt, laurent, Tudor, Ciprian
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Probability 60G18, 60H05, 60H07, 62F12, 62G15, 60F05
Online Access:	Acceder al recurso
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