Central limit theorems of range-based estimators for diffusion models (Q5077958)
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scientific article; zbMATH DE number 7529902
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| 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)
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20 May 2022
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range-based instantaneous volatility estimator
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central limit theorem
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convergence in probability
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high frequency data
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