A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829): Difference between revisions

@@ Property / author @@
-Markus Reiss
@@ Property / author: Markus Reiss / rank @@
-Normal rank
@@ Property / author @@
+Markus Reiss
@@ Property / author: Markus Reiss / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4173
@@ Property / arXiv ID: 1209.4173 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5493536
@@ Property / cites work: Q5493536 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
+Normal rank
@@ Property / cites work @@
+The speed of convergence of the threshold estimator of integrated variance
+Normal rank
@@ Property / cites work @@
+Limit theorems for bipower variation of semimartingales
+Normal rank