Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289)
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English | Asymptotic properties of realized power variations and related functionals of semimartingales |
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Asymptotic properties of realized power variations and related functionals of semimartingales (English)
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18 March 2008
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central limit theorem
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quadratic variation
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power variation
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semimartingale
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