A CLT for second difference estimators with an application to volatility and intensity (Q2091830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CLT for second difference estimators with an application to volatility and intensity |
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A CLT for second difference estimators with an application to volatility and intensity (English)
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2 November 2022
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asynchronous times
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central limit theorem
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consistency
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convergence rates
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counting processes
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endogenous observation times
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high frequency
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intensity
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irregular times
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microstructure
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observed asymptotic variance
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overlapping intervals
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rolling intervals
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sufficiency
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two-scales estimation
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