Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070)
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scientific article; zbMATH DE number 7628749
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| English | Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes |
scientific article; zbMATH DE number 7628749 |
Statements
Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (English)
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8 December 2022
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realised semicovariance
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multivariate Brownian semistationary process
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central limit theory
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Malliavin calculus
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0.8998346924781799
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0.8932957649230957
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0.8158077001571655
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0.7681029438972473
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