An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility |
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An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (English)
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28 April 2014
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LAMN property
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diffusion processes
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