Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376): Difference between revisions

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+Is Brownian motion necessary to model high-frequency data?
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+No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications
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+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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+Discretization of processes.
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
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+Inference for Continuous Semimartingales Observed at High Frequency
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+Limit theorems for power variations of pure-jump processes with application to activity estima\-tion
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+Realized Laplace transforms for pure-jump semimartingales
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+Asymptotic Statistics
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