High-frequency Donsker theorems for Lévy measures (Q2634896)
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scientific article; zbMATH DE number 6540702
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| English | High-frequency Donsker theorems for Lévy measures |
scientific article; zbMATH DE number 6540702 |
Statements
High-frequency Donsker theorems for Lévy measures (English)
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10 February 2016
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Donsker-type functional limit theorems
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Lévy process
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empirical process
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high-frequency inference
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Gaussian process
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Brownian motion
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0.8570266366004944
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0.7693812847137451
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0.7636269330978394
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0.7633190155029297
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0.7626007199287415
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