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Latest revision as of 07:30, 9 July 2024

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A Gaussian calculus for inference from high frequency data
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    A Gaussian calculus for inference from high frequency data (English)
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    12 November 2014
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    asynchronous observation
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    consistency
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    cumulants
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    contiguity
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    continuity
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    discrete observation
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    efficiency
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    high frequency data
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    Itō process
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    likelihood inference
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    realized volatility
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    stable convergence
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