Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506): Difference between revisions

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Property / DOI: 10.1016/j.spa.2010.11.016 / rank
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Latest revision as of 21:04, 9 December 2024

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Limit theorems in the Fourier transform method for the estimation of multivariate volatility
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    Limit theorems in the Fourier transform method for the estimation of multivariate volatility (English)
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    15 June 2011
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    non-parametric estimation
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    Itô process
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    Fourier transform
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    weak convergence
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