Limit theorems for bipower variation of semimartingales (Q2654158)

From MaRDI portal
Revision as of 09:45, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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