Asymptotics for recurrent diffusions with application to high frequency regression (Q341886)
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scientific article; zbMATH DE number 6653835
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| default for all languages | No label defined |
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| English | Asymptotics for recurrent diffusions with application to high frequency regression |
scientific article; zbMATH DE number 6653835 |
Statements
Asymptotics for recurrent diffusions with application to high frequency regression (English)
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17 November 2016
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diffusion
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positive and null recurrences
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asymptotics
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limit distribution
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continuous time regression
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0.7552843689918518
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0.7277281880378723
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0.7226631045341492
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0.7225240468978882
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0.7204404473304749
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