On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 17:29, 5 March 2024
scientific article; zbMATH DE number 6914784
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect |
scientific article; zbMATH DE number 6914784 |
Statements
On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (English)
0 references
8 August 2018
0 references
asymptotic efficiency
0 references
endogenous noise
0 references
lead-lag effect
0 references
local asymptotic normality
0 references
microstructure noise
0 references