Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677)

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Irregular sampling and central limit theorems for power variations: the continuous case
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    Irregular sampling and central limit theorems for power variations: the continuous case (English)
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    26 March 2013
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    quadratic variation
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    discrete observations
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    power variations
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    high-frequency data
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    stable convergence
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