On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771)

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On estimation of quadratic variation for multivariate pure jump semimartingales
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    On estimation of quadratic variation for multivariate pure jump semimartingales (English)
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    4 June 2021
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    high frequency data
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    Lévy processes
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    limit theorems
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    quadratic variation
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    semimartingales
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