Pages that link to "Item:Q720740"
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The following pages link to Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740):
Displaying 7 items.
- Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Large and moderate deviations of realized covolatility (Q2452772) (← links)
- Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
