加载中…
We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L'{e}vy process. One can completely elucidate the first order behavior (convergence in probability, possibly after normalization). As for the associated CLT, one can show some versions of it, but only in a limited number of cases. In some other cases, a CLT just does not exist.

生成讲解博客的中文版本

生成AI智能校验的中文版本