A Gaussian calculus for inference from high frequency data (Q470517)
From MaRDI portal
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)
0 references
12 November 2014
0 references
asynchronous observation
0 references
consistency
0 references
cumulants
0 references
contiguity
0 references
continuity
0 references
discrete observation
0 references
efficiency
0 references
high frequency data
0 references
Itō process
0 references
likelihood inference
0 references
realized volatility
0 references
stable convergence
0 references
