Edgeworth expansion for functionals of continuous diffusion processes (Q511473)
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scientific article; zbMATH DE number 6687414
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Edgeworth expansion for functionals of continuous diffusion processes |
scientific article; zbMATH DE number 6687414 |
Statements
Edgeworth expansion for functionals of continuous diffusion processes (English)
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21 February 2017
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diffusion processes
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Edgeworth expansion
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high frequency observations
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power variation
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0.8591250777244568
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0.8448076844215393
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0.8429696559906006
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0.816672682762146
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0.7816351652145386
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