Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance (Q2414498)

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Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
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    Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance (English)
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    17 May 2019
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    bootstrap
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    central limit theorem
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    Chernozhukov-Chetverikov-Kato theory
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    high-frequency data
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    Malliavin calculus
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    multiple testing
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