Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952)
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scientific article; zbMATH DE number 7141444
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| English | Limit theorems for multivariate Brownian semistationary processes and feasible results |
scientific article; zbMATH DE number 7141444 |
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Limit theorems for multivariate Brownian semistationary processes and feasible results (English)
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9 December 2019
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multivariate Brownian semistationary process
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central limit theorem
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law of large numbers
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feasible
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nonsemimartingale
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Wiener chaos
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high frequency data
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intermittency
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gamma kernel
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0.8998346924781799
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0.8846677541732788
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0.8190305829048157
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0.8002540469169617
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