Limit theorems for bipower variation of semimartingales (Q2654158): Difference between revisions
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Revision as of 08:59, 5 March 2024
scientific article
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English | Limit theorems for bipower variation of semimartingales |
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Limit theorems for bipower variation of semimartingales (English)
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15 January 2010
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bipower variation
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central limit theorem
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high-frequency observations
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semimartingale
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stable convergence
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