Central limit theorems of range-based estimators for diffusion models (Q5077958)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Central limit theorems of range-based estimators for diffusion models |
scientific article; zbMATH DE number 7529902
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Central limit theorems of range-based estimators for diffusion models |
scientific article; zbMATH DE number 7529902 |
Statements
Central limit theorems of range-based estimators for diffusion models (English)
0 references
20 May 2022
0 references
range-based instantaneous volatility estimator
0 references
central limit theorem
0 references
convergence in probability
0 references
high frequency data
0 references
0 references
0 references
