A note on central limit theorems for quadratic variation in case of endogenous observation times (Q521334)
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scientific article
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| English | A note on central limit theorems for quadratic variation in case of endogenous observation times |
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A note on central limit theorems for quadratic variation in case of endogenous observation times (English)
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7 April 2017
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central limit theorems
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high-frequency observations
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irregular data
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quadratic variation
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realized variance
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stable convergence
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semimartingale
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0.8667256
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0.86287236
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0.8541105
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0.85145247
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0.85133845
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