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Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable
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Claudia Hein
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Peter Imkeller
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Ilya Pavlyukevich
Published 2008
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Estimators of Fractal Dimension: Assessing the Roughness of Time Series and Spatial Data
by
Gneiting, Tilmann
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Ševčíková, Hana
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Percival, Donald B.
Published in
Statistical Science
(2012)
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power variation
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Greenland ice core data. MSC 2000
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