Pages that link to "Item:Q1245517"

The following pages link to On mixing and stability of limit theorems (Q1245517):

Displaying 50 items.

• Realized range-based estimation of integrated variance (Q289157) (← links)
• Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
• Multi-level stochastic approximation algorithms (Q292915) (← links)
• Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
• Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
• Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
• Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes (Q421403) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• A Gaussian calculus for inference from high frequency data (Q470517) (← links)
• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
• Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
• Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
• Subsampling high frequency data (Q530605) (← links)
• Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps (Q605016) (← links)
• Integrated volatility and round-off error (Q605018) (← links)
• New tests for jumps in semimartingale models (Q625314) (← links)
• Multipower variation for Brownian semistationary processes (Q654402) (← links)
• Distributions on unbounded moment spaces and random moment sequences (Q693721) (← links)
• Realised quantile-based estimation of the integrated variance (Q736690) (← links)
• Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
• Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
• Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
• Stable convergence of semimartingales (Q762829) (← links)
• Bipower-type estimation in a noisy diffusion setting (Q841480) (← links)
• Power variation of some integral fractional processes (Q850768) (← links)
• On the weak invariance principle for stationary sequences under projective criteria (Q867084) (← links)
• Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
• Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473) (← links)
• A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
• Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
• Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
• Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
• Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments (Q1058223) (← links)
• A central limit theorem for approximate martingale arrays with values in a locally compact Abelian group (Q1080256) (← links)
• G-stable convergence of semimartingales (Q1085872) (← links)
• Asymptotic theory of conditional inference for stochastic processes (Q1087283) (← links)
• Distribution and moment convergence of martingales (Q1094750) (← links)
• On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables (Q1176545) (← links)
• Convergence of self-normalized generalized \(U\)-statistics (Q1187531) (← links)
• Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact Abelian groups (Q1209211) (← links)
• Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
• Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
• On the central limit theorem for point process martingales (Q1332877) (← links)
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator (Q1356370) (← links)
• Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions (Q1368804) (← links)
• A random functional central limit theorem for stationary linear processes generated by martingales (Q1373959) (← links)
• Central limit theorems for exchangeable random variables when limits are scale mixtures of normals (Q1411344) (← links)