A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990)

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A weak law of large numbers for realised covariation in a Hilbert space setting
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    A weak law of large numbers for realised covariation in a Hilbert space setting (English)
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    11 February 2022
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    law of large numbers
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    high-frequency estimation
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    quadratic covariation
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    volatility
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    Hilbert space
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    evolution equations
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