Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (Q744376): Difference between revisions
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Revision as of 02:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies |
scientific article |
Statements
Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies (English)
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25 September 2014
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Itô semimartingale
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Kolmogorov-Smirnov test
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high-frequency data
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stochastic volatility
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jumps
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stable process
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