On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800): Difference between revisions
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Revision as of 01:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes |
scientific article |
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On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (English)
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13 January 2014
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central limit theorem
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Hayashi-Yoshida estimator
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high frequency observations
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Itō semimartingale
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pre-averaging
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stable convergence
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