A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 14:35, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A universal approach to estimate the conditional variance in semimartingale limit theorems |
scientific article |
Statements
A universal approach to estimate the conditional variance in semimartingale limit theorems (English)
0 references
17 December 2021
0 references
asymptotic conditional variance
0 references
high-frequency statistics
0 references
Itô semimartingale
0 references
jumps
0 references
stable convergence
0 references