Limit theorems for bipower variation of semimartingales (Q2654158): Difference between revisions

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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+Limit theorems for multipower variation in the presence of jumps
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Limit theorems for moving averages of discretized processes plus noise
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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