Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677): Difference between revisions
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English | Irregular sampling and central limit theorems for power variations: the continuous case |
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Irregular sampling and central limit theorems for power variations: the continuous case (English)
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26 March 2013
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quadratic variation
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discrete observations
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power variations
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high-frequency data
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stable convergence
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