Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677)
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scientific article; zbMATH DE number 6148905
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| English | Irregular sampling and central limit theorems for power variations: the continuous case |
scientific article; zbMATH DE number 6148905 |
Statements
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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0.85651505
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0.85297644
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0.8519219
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0.85123616
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0.84700024
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