A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A central limit theorem for the realised covariation of a bivariate Brownian semistationary process |
scientific article |
Statements
A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (English)
0 references
14 June 2019
0 references
bivariate Brownian semistationary process
0 references
central limit theorem
0 references
fourth moment theorem
0 references
high-frequency data
0 references
moving average process
0 references
multivariate setting
0 references
stable convergence
0 references
0 references
0 references
0 references
0 references
0 references