On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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