Limit theorems for bipower variation of semimartingales (Q2654158): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spa.2009.10.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2118722370 / rank
 
Normal rank

Revision as of 02:25, 20 March 2024

scientific article
Language Label Description Also known as
English
Limit theorems for bipower variation of semimartingales
scientific article

    Statements

    Limit theorems for bipower variation of semimartingales (English)
    0 references
    0 references
    15 January 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    bipower variation
    0 references
    central limit theorem
    0 references
    high-frequency observations
    0 references
    semimartingale
    0 references
    stable convergence
    0 references
    0 references