On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217): Difference between revisions

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Latest revision as of 06:19, 16 July 2024

scientific article; zbMATH DE number 6914784
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English
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect
scientific article; zbMATH DE number 6914784

    Statements

    On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (English)
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    8 August 2018
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    asymptotic efficiency
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    endogenous noise
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    lead-lag effect
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    local asymptotic normality
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    microstructure noise
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