Edgeworth expansion for the pre-averaging estimator (Q2408996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth expansion for the pre-averaging estimator |
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Edgeworth expansion for the pre-averaging estimator (English)
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10 October 2017
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diffusion processes
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Edgeworth expansion
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high frequency observations
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quadratic variation
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pre-averaging
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