On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Kim Christensen / rank | |||
| Property / author | |||
| Property / author: Mark Podolskij / rank | |||
Revision as of 11:14, 12 February 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 |
Statements
On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (English)
0 references
13 January 2014
0 references
central limit theorem
0 references
Hayashi-Yoshida estimator
0 references
high frequency observations
0 references
Itō semimartingale
0 references
pre-averaging
0 references
stable convergence
0 references
