Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289)
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scientific article; zbMATH DE number 5250607
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| English | Asymptotic properties of realized power variations and related functionals of semimartingales |
scientific article; zbMATH DE number 5250607 |
Statements
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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0.9200397
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0.9106558
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0.90409577
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0.8972497
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0.8721776
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