A Gaussian calculus for inference from high frequency data (Q470517): Difference between revisions
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Revision as of 21:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian calculus for inference from high frequency data |
scientific article |
Statements
A Gaussian calculus for inference from high frequency data (English)
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12 November 2014
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asynchronous observation
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consistency
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cumulants
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contiguity
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continuity
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discrete observation
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efficiency
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high frequency data
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Itō process
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likelihood inference
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realized volatility
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stable convergence
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