Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172): Difference between revisions
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Revision as of 07:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps |
scientific article |
Statements
Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (English)
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21 July 2015
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asynchronous observations
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co-jumps
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statistics of semimartingales
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quadratic covariation
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