Pages that link to "Item:Q1940236"
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The following pages link to Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales (Q1940236):
Displayed 6 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- Discretization error of irregular sampling approximations of stochastic integrals (Q2362940) (← links)
- Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)